IEEE Transactions on Signal Processing · 2011 · 103 citations · 34 references
ComputingAutonomous SystemsMobile ComputingMobile SystemsSensor FusionKalman FilteringLocalization UncertaintyState EstimationState-space ModelsTracking SystemsExtended Kalman FilterFiltersInteracting Multiple Model FilteringLocalization RobustnessRobust LocalizationRobust State EstimationRobustnessTracking Robustness
Standard EKF filters fail with outliers, while a robust EKF trades off LOS efficiency for NLOS robustness and cannot achieve both simultaneously. The study proposes a mobile terminal tracking algorithm that employs two filters in parallel within a multiple‑model framework to handle NLOS environments modeled as positive outliers. An EKF provides high‑precision estimates in LOS, a REKF delivers robust estimates in NLOS, and the two are fused automatically based on confidence in the propagation condition. Numerical experiments show the algorithm matches EKF accuracy in LOS and significantly outperforms REKF in NLOS scenarios.
An algorithm for mobile terminal (MT) tracking based on time-of-arrival measurements in non-line-of-sight (NLOS) environments where NLOS measurements are modeled as positive outliers is proposed. Standard filters such as the extended Kalman filter (EKF) fail because they are sensitive to outliers. In contrast, a robust EKF (REKF) always trades off efficiency in line-of-sight (LOS) versus robustness in NLOS environments and it is not possible to achieve both with the same filter. Instead, we propose to use two filters in parallel in a multiple model framework. An EKF yields high precision in LOS environments whereas an REKF provides robust state estimates when NLOS propagation comes into play. The state estimates of either filters are combined automatically based on the confidence we have for the underlying situation. It is shown via numerical studies that the proposed algorithm yields positioning accuracy similar to the EKF in LOS environments and even significantly outperforms the REKF in NLOS environments.
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Fundamentals of Statistical Signal Processing: Estimation Theory
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