Robust Kalman Filtering with Variable Forgetting Factor against Impulsive Noise

Han-Su KIM  Jun-Seok LIM  SeongJoon BAEK  Koeng-Mo SUNG  

IEICE TRANSACTIONS on Fundamentals of Electronics, Communications and Computer Sciences   Vol.E84-A   No.1   pp.363-366
Publication Date: 2001/01/01
Online ISSN: 
Print ISSN: 0916-8508
Type of Manuscript: LETTER
Category: Digital Signal Processing
adaptive filter,  robust,  impulsive noise,  

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In this letter, we propose a robust adaptive filter with a Variable Forgetting Factor (VFF) for impulsive noise suppression. The proposed method can restrict the perturbation of the parameters using M-estimator and adaptively reduce the error propagation caused by the impulsive noise using VFF. Simulations show that the performance of the proposed algorithm is less vulnerable to the impulsive noise than those of the conventional Kalman filter based algorithms.