Title :
Comparison of IMM and robust filters in impulsive noise environments
Author :
Bizup, David E. ; Brandt-Pearce, Maïté
Author_Institution :
Dept. of Syst. & Inf. Eng., Virginia Univ., Charlottesville, VA, USA
Abstract :
Impulsive noise environments require the modification of standard filters to perform acceptably. The Kalman filter (KF) is notoriously sensitive to frequent outliers and model mismatches resulting from the presence of impulsive noise. We present several alternatives to handle the presence of these frequent outliers and show that a simple interacting multiple model (IMM) is in general sufficient to achieve low mean squared error (MSE) performance.
Keywords :
Kalman filters; impulse noise; mean square error methods; signal processing; IMM; Kalman filter; MSE; frequent outliers; impulsive noise; interacting multiple model; interactive multiple model; mean squared error; robust filters; robust signal processing; Filtering; Filters; Gaussian noise; Noise measurement; Noise robustness; Pollution measurement; Probability distribution; Radar tracking; Systems engineering and theory; Working environment noise;
Conference_Titel :
Signals, Systems and Computers, 2002. Conference Record of the Thirty-Sixth Asilomar Conference on
Conference_Location :
Pacific Grove, CA, USA
Print_ISBN :
0-7803-7576-9
DOI :
10.1109/ACSSC.2002.1197083