A Robust Kalman Framework with Resampling and Optimal Smoothing

Sensors

Thomas Kautz¹  Bjoern M. Eskofier² 

[1] Digital Sports Group, Pattern Recognition Lab, Friedrich-Alexander University Erlangen-Nürnberg (FAU), Haberstr. 2, 91058 Erlangen, Germany; E-Mail

关键词: Kalman filter;    fixed-lag smoothing;    outlier detection;    real-time filtering;    non-uniform sampling;    parameter estimation;   

DOI  :  10.3390/s150304975

来源: mdpi

【 摘 要 】

The Kalman filter (KF) is an extremely powerful and versatile tool for signal processing that has been applied extensively in various fields. We introduce a novel Kalman-based analysis procedure that encompasses robustness towards outliers, Kalman smoothing and real-time conversion from non-uniformly sampled inputs to a constant output rate. These features have been mostly treated independently, so that not all of their benefits could be exploited at the same time. Here, we present a coherent analysis procedure that combines the aforementioned features and their benefits. To facilitate utilization of the proposed methodology and to ensure optimal performance, we also introduce a procedure to calculate all necessary parameters. Thereby, we substantially expand the versatility of one of the most widely-used filtering approaches, taking full advantage of its most prevalent extensions. The applicability and superior performance of the proposed methods are demonstrated using simulated and real data. The possible areas of applications for the presented analysis procedure range from movement analysis over medical imaging, brain-computer interfaces to robot navigation or meteorological studies.

【 授权许可】

CC BY   
© 2015 by the authors; licensee MDPI, Basel, Switzerland.