EMORF-II: Adaptive EM-based Outlier-Robust Filtering with Correlated Measurement Noise
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arXiv
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| Format: | Preprint |
| Published: |
2025
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| _version_ | 1866915486083579904 |
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| author | Majal, Arslan Chughtai, Aamir Hussain Tahir, Muhammad |
| author_facet | Majal, Arslan Chughtai, Aamir Hussain Tahir, Muhammad |
| contents | 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. |
| format | Preprint |
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arxiv_https___arxiv_org_abs_2509_07415 |
| institution | arXiv |
| publishDate | 2025 |
| record_format | arxiv |
| spellingShingle | EMORF-II: Adaptive EM-based Outlier-Robust Filtering with Correlated Measurement Noise Majal, Arslan Chughtai, Aamir Hussain Tahir, Muhammad Machine Learning Signal Processing 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. |
| title | EMORF-II: Adaptive EM-based Outlier-Robust Filtering with Correlated Measurement Noise |
| topic | Machine Learning Signal Processing |
| url | https://arxiv.org/abs/2509.07415 |