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A brief survey of the available literature indicates that EKFs are sensitive to outliers [1], so looks like this is expected behavior, and there's no way to _tune_ our way out of this problem. Garbage in: garbage out. On to outlier rejection!
[1] D. Simon, Optimal State Estimation, 2006
| | 2 | No.2 Revision |
A brief survey of the available literature indicates that EKFs are sensitive to outliers [1], so looks like this is expected behavior, and there's no way to _tune_ our way out of this problem. Garbage in: in == garbage out. On to outlier rejection!
[1] D. Simon, Optimal State Estimation, 2006
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