Robust state estimator based on least median of squares method

In order to reduce the computing time required by the weighted least median square (WLMS) estimator, in this paper a procedure to determine the minimum redundancy of a measurement set and the non-redundant samples of measurement is proposed. The proposed procedure is based on the analysis of the structure of the H_Delta matrix, obtained through triangular factorization of the Jacobian matrix. The results of several tests have shown that using the proposed procedure the computing time required by the WLMS-estimator reduces significantly.