A robust traclang fixed-lag smoothing algorithm in the presence of correlated outliers
Yury P. Grishin, Dariusz Janczak · 2008
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 high efficiency.