An efficient outlier rejection technique for Kalman filters

Accurate localization is a need of rising importance in modern times, often obtained by Global Navigation Satellite Systems (GNSS) receivers. Such receivers, which are usually based on a Kalman filter or an extended Kalman filter (EKF), might suffer greatly from outlier measurements, caused by multipath and/or non-line-of-sight (NLOS) receptions of the original GNSS signals. In order to mitigate these outlier measurements, outlier rejection techniques must be used. In this paper we present a simple yet efficient outlier rejection technique for Kalman filters, which we term Kalman Filter for Outlier Rejection (KFOR). The proposed KFOR was compared against common outlier rejection techniques, and outperformed them in all various scenarios. Some more advantages of the KFOR are further discussed.