Adaptive Robust Extended Kalman Filter
Kai Xiong, Hongyue Zhang, Liangdong Liu · InTech eBooks · 2009
The AREKF is proposed here as a modification of the REKF, that switches between the REKF mode and the normal EKF mode under the control of the innovation. In the presence of large external disturbances, the proposed algorithm is more effective than the REKF to ensure boundedness of the estimation error. On the other hand, in the absence of disturbances, it can yield more accurate estimates. In comparison with the adaptive EKF, the main advantage of the AREKF is its ease of application, as few parameters need to be tuned