학술논문

Design method of robust Kalman filter for multi output systems based on statistics
Document Type
Conference
Source
2013 American Control Conference American Control Conference (ACC), 2013. :1344-1349 Jun, 2013
Subject
Robotics and Control Systems
Components, Circuits, Devices and Systems
Computing and Processing
Design methodology
Vehicles
Noise
Kalman filters
Covariance matrices
Estimation error
Steady-state
Language
ISSN
0743-1619
2378-5861
Abstract
In many cases, outliers are contained in sensor signals, and these deteriorate performances of control systems, e.g., UAV and UGV using non-contact sensors. One of reduction methods of the outliers is robust Kalman filter (RKF) via l 1 regression. The method is easy to implement and compute due to a simple structure and convex optimization problem, so the method attracts many attentions. In this paper, we propose a new design method of RKF via l 1 regression for multi output systems. It is shown that statistics of Gaussian noise determine the parameters of RKF, and we can design the parameters systematically. RKF with the proposed design method is applied to a two-wheeled vehicle control with outliers, and the effectiveness is demonstrated by numerical simulations.