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W artykule opisano nowy suboptymalny algorytm estymacji dla systemów pomiarowych, w których zakłócenia powodują pojawianie się pomiarów anomalnych. Proponowana metoda wykorzystuje dwurozkładowy gaussowski model zakłóceń procesu pomiarowego. Na jego podstawie opracowano algorytm wyznaczania aposteriorycznego prawdopodobieństwa stanu kanału pomiarowego, który zastosowano jako rozszerzenie estymatora...
A new robust fixed-lag smoothing algorithm for tracking in the presence of correlated outliers and clutter has been developed. The non-linear filtering algorithm is derived using a state vector augmentation and the Gaussian approximation method. The algorithm is more accurate than robust filter and it requires a moderate computational burden in DSP applications. The simulations results reveal its...
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