Outlier-Robust Filtering For Nonlinear Systems With Selective Observations Rejection

Aamir Hussain Chughtai, Muhammad Tahir, Momin Uppal

This letter presents a novel outlier-robust filter for nonlinear dynamical systems. We consider a common case where measurements are obtained from independent sensors. The proposed method is devised by modifying the measurement model and subsequently using the theory of Variational Bayes and general Gaussian filtering. We treat the measurement outliers independently for independent observations leading to selective rejection of the corrupted observations during inference. By carrying out simulations for variable number of sensors we verify that an implementation of the proposed filter is computationally more efficient as compared to similar baseline methods.

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