提出新型卡尔曼滤波框架,提升噪声环境下状态估计鲁棒性。
A Robust State Filter Against Unmodeled Process And Measurement Noise
- 基于广义贝叶斯方法,统一建模过程与观测噪声异常。
- 在存在未建模噪声时,估计误差显著低于传统滤波器。
- 适合高噪声干扰场景下的导航、控制等系统应用。
本文提出一种新型卡尔曼滤波框架,旨在应对过程噪声和测量噪声同时存在的挑战。受加权观测似然滤波(WoLF)启发,该方法通过广义贝叶斯框架同时考虑过程与测量噪声中的异常值,实现对未知噪声分布的鲁棒状态估计。实验表明,在存在未建模噪声的情况下,该框架在多种仿真场景中均表现出更优的估计精度与稳定性,尤其在测量噪声含离群点时表现突出。本方法适用于对可靠性要求高的实际系统,如自动驾驶、机器人定位与制导控制。
原文摘要 · Abstract (English)
This paper introduces a novel Kalman filter framework designed to achieve robust state estimation under both process and measurement noise. Inspired by the Weighted Observation Likelihood Filter (WoLF), which provides robustness against measurement outliers, we applied generalized Bayesian approach to build a framework considering both process and measurement noise outliers.
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