RobKF: Innovative and/or Additive Outlier Robust Kalman Filtering

Fisch, Alex and Grose, Daniel and Eckley, Idris and Fearnhead, Paul and Bardwell, Lawrence (2020) RobKF: Innovative and/or Additive Outlier Robust Kalman Filtering. UNSPECIFIED.

Abstract

Implements a series of robust Kalman filtering approaches. It implements the additive outlier robust filters of Ruckdeschel et al. (2014) <arXiv:1204.3358> and Agamennoni et al. (2018) <doi:10.1109/ICRA.2011.5979605>, the innovative outlier robust filter of Ruckdeschel et al. (2014) <arXiv:1204.3358>, as well as the innovative and additive outlier robust filter of Fisch et al. (2020) <arXiv:2007.03238>.