EMORF-II: Adaptive EM-based Outlier-Robust Filtering with Correlated Measurement Noise

2025/09/09 by Arslan Majal, Majal, Arslan, Aamir Hussain Chughtai +3
Computer Science · Engineering · #Advanced SAR Imaging Techniques #Anomaly Detection Techniques and Applications #FOS: Computer and information sciences #FOS: Electrical engineering #Machine Fault Diagnosis Techniques #Machine Learning (cs.LG) #Signal Processing (eess.SP) #electronic engineering #information engineering

paper · pdf · doi:10.48550/arxiv.2509.07415

openalex publication_date 2025/09/09 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

We present a learning-based outlier-robust filter for a general setup where the measurement noise can be correlated. Since it is an enhanced version of EM-based outlier robust filter (EMORF), we call it as EMORF-II. As it is equipped with an additional powerful feature to learn the outlier characteristics during inference along with outlier-detection, EMORF-II has improved outlier-mitigation capability. Numerical experiments confirm performance gains as compared to the state-of-the-art methods in terms of accuracy with an increased computational overhead. However, thankfully the computational complexity order remains at par with other practical methods making it a useful choice for diverse applications.

Citations

• EMORF/S: EM-Based Outlier-Robust Filtering and Smoothing With Correlated Measurement Noise
• Bayesian Heuristics for Robust Spatial Perception
• Outlier-Robust Filtering For Nonlinear Systems With Selective Observations Rejection

Related

• EMORF/S: EM-Based Outlier-Robust Filtering and Smoothing With Correlated Measurement Noise
• Outlier-robust Kalman Filter in the Presence of Correlated Measurements
• Outlier Detection using Generative Models with Theoretical Performance Guarantees
• ALTBI: Constructing Improved Outlier Detection Models via Optimization of Inlier-Memorization Effect
• ILAPF: Incremental Learning Assisted Particle Filtering