Robust Student's t Based Nonlinear Filter and Smoother

被引:201
作者
Huang, Yulong [1 ]
Zhang, Yonggang [1 ]
Li, Ning [1 ]
Chambers, Jonathon [2 ]
机构
[1] Harbin Engn Univ, Automat, 145 Nantong St, Harbin 150001, Peoples R China
[2] Newcastle Univ, Sch Elect & Elect Engn, Newcastle Upon Tyne NE1 7RU, Tyne & Wear, England
基金
英国工程与自然科学研究理事会; 中国国家自然科学基金;
关键词
GAUSSIAN FILTER; SYSTEMS; MODELS;
D O I
10.1109/TAES.2016.150722
中图分类号
V [航空、航天];
学科分类号
08 ; 0825 ;
摘要
Novel Student's t based approaches for formulating a filter and smoother, which utilize heavy tailed process and measurement noise models, are found through approximations of the associated posterior probability density functions. Simulation results for manoeuvring target tracking illustrate that the proposed methods substantially outperform existing methods in terms of the root mean square error.
引用
收藏
页码:2586 / U4444
页数:11
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