Robust Kalman filtering with variable forgetting factor against impulsive noise

In this letter, we propose a robust adaptive filter with a Variable Forgett ing Factor (VFF) for impulsive noise suppression. The proposed method can r estrict the perturbation of the parameters using M-estimator and adaptively reduce the error propagation caused by the impulsive noise using VFF. Simu lations show that the performance of the proposed algorithm is less vulnera ble to the impulsive noise than those of the conventional Kalman filter bas ed algorithms.