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Robust Estimation Based on the Least Absolute Deviations Method and the Kalman Filter

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dc.contributor.author Miller B.M.
dc.contributor.author Kolosov K.S.
dc.date.accessioned 2021-02-24T20:31:51Z
dc.date.available 2021-02-24T20:31:51Z
dc.date.issued 2020
dc.identifier.issn 0005-1179
dc.identifier.uri https://dspace.kpfu.ru/xmlui/handle/net/160731
dc.description.abstract © 2020, Pleiades Publishing, Inc. We propose a new approach for solving the filtering problem in linear systems based on incomplete measurements, where the characteristics of the dynamic noise are not known exactly, and measurements may contain anomalous non-Gaussian errors. The proposed algorithm is based on the idea of using the adaptive Kalman filter and the generalized least absolute deviations method jointly. With numerical modeling, we show that, compared to the classical optimal linear filtering method, our solution has lower sensitivity to short-term outliers in measurements and provides a quick adjustment of the parameters of the system dynamics. The proposed algorithm can be used to solve onboard navigation and tracking problems on aircrafts. To implement the method of least absolute deviations, we use an efficient L1-optimization algorithm.
dc.relation.ispartofseries Automation and Remote Control
dc.subject adaptive filtering
dc.subject fault tolerance
dc.subject Kalman filter
dc.subject L -optimization 1
dc.subject least absolute deviations method
dc.subject navigation
dc.subject non-Gaussian noise
dc.subject robust filtering
dc.title Robust Estimation Based on the Least Absolute Deviations Method and the Kalman Filter
dc.type Article
dc.relation.ispartofseries-issue 11
dc.relation.ispartofseries-volume 81
dc.collection Публикации сотрудников КФУ
dc.relation.startpage 1994
dc.source.id SCOPUS00051179-2020-81-11-SID85097587086


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  • Публикации сотрудников КФУ Scopus [22633]
    Коллекция содержит публикации сотрудников Казанского федерального (до 2010 года Казанского государственного) университета, проиндексированные в БД Scopus, начиная с 1970г.

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