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Volume 24 Issue 3
Jun.  1995
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YAN Dong, ZHANG Hongyue. CORRECTION OF KALMAN FILTER IN THE PRESENCE OF OUTLIER[J]. INFORMATION AND CONTROL, 1995, 24(3): 183-188.
Citation: YAN Dong, ZHANG Hongyue. CORRECTION OF KALMAN FILTER IN THE PRESENCE OF OUTLIER[J]. INFORMATION AND CONTROL, 1995, 24(3): 183-188.
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CORRECTION OF KALMAN FILTER IN THE PRESENCE OF OUTLIER

  • Department of Automatic Control.Beijing University of Aeronautics and Astronautics

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  • Received Date: April 10, 1994
  • Revised Date: October 19, 1994
  • Published Date: June 19, 1995
    Graphical Abstract
    • Abstract
  • In this paper,a new method of detecting outlier in data is proposed.The new method is basedon the identification of ARMA model of system output.The outliers can be detected by a detection function. This method is very sensitive to outlier,so we can do some realtime corrections for Kalman filter.As an example of application,the new method ls applied to the guidance for semi-active radar homing missile. Thesimulation results prove that the outlier can be detected correctly,and the correction of Kalman filter is efficient and practical.
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    • References (2)
  • [1]
    Anderson B D D, Moore J B. Optimal Filtering. Prentice-Hall,Inc, 1979, 76-78.
    [2]
    须田信英等.自动控制中的矩阵理论.北京:科学出版社,1979,261-262.
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