2016 24th European Signal Processing Conference (EUSIPCO) 2016
DOI: 10.1109/eusipco.2016.7760447
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Outlier-insensitive Kalman smoothing and marginal message passing

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Cited by 14 publications
(11 citation statements)
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“…This is because KF methods are generally sensitive to outliers and there is a need for a more robust outlier detection method to handle tracking inaccuracies. Wadehn et al show in [23], a smoother that was put in place to address possible outliers. Others, such as Ting et al in [22] followed a weighted least squares approach by applying weights to data observations to tackle outliers and hence improve tracking robustness.…”
Section: Proposed Methodsmentioning
confidence: 99%
“…This is because KF methods are generally sensitive to outliers and there is a need for a more robust outlier detection method to handle tracking inaccuracies. Wadehn et al show in [23], a smoother that was put in place to address possible outliers. Others, such as Ting et al in [22] followed a weighted least squares approach by applying weights to data observations to tackle outliers and hence improve tracking robustness.…”
Section: Proposed Methodsmentioning
confidence: 99%
“…To exploit all the information that is available during the calibration stage, a smoothing step is applied after the filter and performed backward on the whole trajectory. The literature contains many smoothing methods [15], [1], [9]. In this paper we use the Rauch-Tung-Striebel smoother [13] (also known as Kalman smoother), since it is the simplest method and directly extends Kalman filtering.…”
Section: B Smoothingmentioning
confidence: 99%
“…It is worth mentioning that the application of FG methods to Bayesian smoothing is not new. However, as far as we know, the few results available in the technical literature about this topic refer to the case of linear Gaussian SSMs only [23], [25], [26], whereas we exclusively focus on the case in which the mathematical laws expressing state dynamics and/or available observations are nonlinear.…”
Section: Introductionmentioning
confidence: 99%