Adaptive Kalman Filtering with Multivariate Generalized Laplace System Noise
An adaptive Kalman filter is proposed to estimate the stats of a system where the system noise is assumed to be a multivariate generalized Laplace random vector. In the presence of outliers in the system noise, it is shown that improved state estimates can be obtained by using an adaptive factor to...
| Main Authors: | , , |
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| Format: | Journal Article |
| Published: |
Taylor and Francis
2011
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| Subjects: | |
| Online Access: | http://hdl.handle.net/20.500.11937/28235 |