Robust State Estimator Based on Least Median of Squares Method

摘要

In order to reduce the computing time required by the Weighted Least Median Square (WLMS) Estimator, in this paper a procedure to determine the minimum redundancy of a measurement set and the non-redundant samples of measurement is proposed. The proposed procedure is based on the analysis of the structure of the H{sub}Δ matrix, obtained through triangular factorization of the Jacobian matrix. The results of several tests have shown that using the proposed procedure the computing time required by the WLMS-Estimator reduces significantly.