Adaptively robust filtering with classified adaptive factors

The key problems in applying the adaptively robust filtering to navigation are to establish an equivalent weight matrix for the measurements and a suitable adaptive factor for balancing the contributions of the measurements and the predicted state information to the state parameter estimates. In this paper, an adaptively robust filtering with classified adaptive factors was proposed, based on the principles of the adaptively robust filtering and bi-factor robust estimation for correlated observations. According to the constant velocity model of Kalman filtering, the state parameter vector was divided into two groups, namely position and velocity. The estimator of the adaptively robust filtering with classified adaptive factors was derived, and the calculation expressions of the classified adaptive factors were presented. Test results show that the adaptively robust filtering with classified adaptive factors is not only robust in controlling the measurement outliers and the kinematic state disturbing but also reasonable in balancing the contributions of the predicted position and velocity, respectively, and its filtering accuracy is superior to the adaptively robust filter with single adaptive factor based on the discrepancy of the predicted position or the predicted velocity.

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