Maximum likelihood-based robust state estimation over a horizon length during measurement outliers

Abstract

In this paper, a novel approach towards horizon-based maximum likelihood (ML) state estimator is proposed that makes the state estimation process more robust against unmodeled and unstructured noise and disturbances in the state-space models. State space models provide a powerful way to perform state and parameter estimation for dynamical systems. However, if the measurements are contaminated by outliers and disturbances with no known models, the estimation process is highly biased. A ML-based approach is used to find a batch solution for the filtering problem. Based on ML solution, a robust algorithm is proposed that seamlessly estimates dynamic state in the presence of zero or non-zero mean measurement outliers. The proposed algorithm that dictates this switching uses an explicit outlier detection mechanism that enables its seamless working. Simulations have been carried out for a moving target tracking application as an example to demonstrate the resilience of the proposed method against zero-mean and non-zero mean measurement outliers in comparison to state-of-the-art methods.