A New Robust Kalman Filter With Adaptive Estimate of Time-Varying Measurement Bias

被引：31
|
作者：
Huang, Yulong [1 ]
Jia, Guangle [1 ]
Chen, Badong [2 ]
Zhang, Yonggang [1 ]
机构：
[1] Harbin Engn Univ, Coll Automat, Harbin 150001, Peoples R China
[2] Xi An Jiao Tong Univ, Inst Artificial Intelligence & Robot, Xian 710049, Peoples R China
来源：
IEEE SIGNAL PROCESSING LETTERS | 2020年 / 27卷
关键词：
Noise measurement; Covariance matrices; Pollution measurement; Random variables; Probability density function; Kalman filters; Estimation; Kalman filter; variational Bayesian; heavy-tailed measurement noise; unknown and time-varying measurement bias; linear system; FUSION;
D O I：
10.1109/LSP.2020.2983552
中图分类号：
TM [电工技术]; TN [电子技术、通信技术];
学科分类号：
0808 ; 0809 ;
摘要：
To better model the non-Gaussian heavy-tailed measurement noise with unknown and time-varying bias, a new Student & x0027;s t-inverse-Wishart (STIW) distribution is presented. The STIW distribution is firstly written as a Gaussian, inverse-Wishart and normal-Gamma hierarchical form, from which a new robust Kalman filter is then derived based on the variational Bayesian method. Simulation results illustrate the potentials of the new derived robust Kalman filter for addressing the above measurement noise.
引用
收藏
页码：700 / 704
页数：5
相关论文
共 50 条
  • [41] Robust Adaptive Average Consensus Over a Time-Varying and Nonbalanced Environment
    Gallegos, Javier A.
    Schlotterbeck, Constanza
    Nunez, Felipe
    IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 2024, 69 (08) : 5577 - 5583
  • [42] A Robust Iterative Kalman Filter Based On Implicit Measurement Equations
    Steffen, Richard
    PHOTOGRAMMETRIE FERNERKUNDUNG GEOINFORMATION, 2013, (04): : 323 - 332
  • [43] Adaptive Choice of Process Noise Covariance in Kalman Filter Using Measurement Matrices
    Takayama, Yoji
    Urakubo, Takateru
    Tamaki, Hisashi
    IEEE TRANSACTIONS ON CONTROL SYSTEMS TECHNOLOGY, 2024, 32 (03) : 934 - 944
  • [44] Adaptive Recursive Decentralized Cooperative Localization for Multirobot Systems With Time-Varying Measurement Accuracy
    Huang, Yulong
    Xue, Chao
    Zhu, Fengchi
    Wang, Wenwu
    Zhang, Yonggang
    Chambers, Jonathon A.
    IEEE TRANSACTIONS ON INSTRUMENTATION AND MEASUREMENT, 2021, 70
  • [45] Convergence of discrete-time Kalman filter estimate to continuous time estimate
    Aalto, Atte
    INTERNATIONAL JOURNAL OF CONTROL, 2016, 89 (04) : 668 - 679
  • [46] A Robust Kalman Filter for Heavy-Tailed Measurement Noise Based on Gamma Pearson VII Mixture Distribution
    Liang, Shen
    Xu, Guoliang
    Qin, Zhenmei
    IEEE ACCESS, 2025, 13 : 47680 - 47692
  • [47] Time-varying feedback particle filter☆
    Chen, Xiuqiong
    Kang, Jiayi
    Yau, Stephen S. -T.
    AUTOMATICA, 2024, 167
  • [48] On extended state based Kalman filter design for a class of nonlinear time-varying uncertain systems
    Bai, Wenyan
    Xue, Wenchao
    Huang, Yi
    Fang, Haitao
    SCIENCE CHINA-INFORMATION SCIENCES, 2018, 61 (04)
  • [49] On extended state based Kalman filter design for a class of nonlinear time-varying uncertain systems
    Wenyan Bai
    Wenchao Xue
    Yi Huang
    Haitao Fang
    Science China Information Sciences, 2018, 61
  • [50] On extended state based Kalman filter design for a class of nonlinear time-varying uncertain systems
    Wenyan BAI
    Wenchao XUE
    Yi HUANG
    Haitao FANG
    Science China(Information Sciences), 2018, 61 (04) : 118 - 133
12345