DOE OSTI · 1257328
Robust Kriged Kalman Filtering
Abstract
Although the kriged Kalman filter (KKF) has well-documented merits for prediction of spatial-temporal processes, its performance degrades in the presence of outliers due to anomalous events, or measurement equipment failures. This paper proposes a robust KKF model that explicitly accounts for presence of measurement outliers. Exploiting outlier sparsity, a novel l1-regularized estimator that jointly predicts the spatial-temporal process at unmonitored locations, while identifying measurement outliers is put forth. Numerical tests are conducted on a synthetic Internet protocol (IP) network, and real transformer load data. Test results corroborate the effectiveness of the novel estimator in joint spatial prediction and outlier identification.
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Baingana, Brian, Dall'Anese, Emiliano, Mateos, Gonzalo, Giannakis, Georgios B.. 2015-11-11. Robust Kriged Kalman Filtering. https://doi.org/10.1109/acssc.2015.7421400
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