Robust Moving Horizon Estimation with Huber Loss for GNSS-Based Vehicle Localization under Outliers
Keywords:
moving horizon estimation, state-estimation, outliers, Huber-lossAbstract
This work presents a robust state estimation strategy based on the Moving Horizon Estimation (MHE) framework, incorporating the Huber loss function (MHE-H) to improve its robustness to outliers. Traditional MHE often degrades its accuracy when measurements are disturbed by large deviations. To address this limitation, the MHE-H method replaces the quadratic penalty on measurement residuals with the Huber loss function, which preserves sensitivity to small errors while limiting the impact of outliers. The robustness and stability of the resulting estimator are analyzed, and guidelines for selecting the Huber parameter are presented. The approach is validated through two case studies: a nonlinear simulation example and an experimental dataset obtained from GNSS/IMU measurements with artificially injected outliers. Results demonstrate that MHE-H significantly reduces the estimation error compared to EKF and standard MHE, while maintaining an acceptable computational cost for real-time applications, making MHE-H a promising alternative for robust estimation in uncertain and noisy environments.
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