Nonlinear filtering of non-Gaussian noise

被引:45
作者
Plataniotis, KN
Androutsos, D
Venetsanopoulos, AN
机构
[1] Dept. of Elec. and Comp. Engineering, University of Toronto, Toronto
关键词
adaptive algorithms; Gaussian mixtures; Kalman filter; narrowband interference; non-Gaussian filtering;
D O I
10.1023/A:1007974400149
中图分类号
TP18 [人工智能理论];
学科分类号
081104 ; 0812 ; 0835 ; 1405 ;
摘要
This paper introduces a new nonlinear filter for a discrete time, linear system which is observed in additive non-Gaussian measurement noise. The new filter is recursive, computationally efficient and has significantly improved performance over other linear and nonlinear schemes. The problem of narrowband interference suppression in additive noise is considered as an important example of non-Gaussian noise filtering. It is shown that the new filter outperforms currently used approaches and at the same time offers simplicity in the design.
引用
收藏
页码:207 / 231
页数:25
相关论文
共 50 条
  • [31] A packet-dropping fusion Kalman filter algorithm based on non-Gaussian noise estimation
    Liu, Zheng
    Song, Xinmin
    Zhang, Min
    MECHANICAL SYSTEMS AND SIGNAL PROCESSING, 2025, 228
  • [32] Using long-term condition monitoring data with non-Gaussian noise for online diagnostics
    Shiri, Hamid
    Zimroz, Pawel
    Wodecki, Jacek
    Wylomanska, Agnieszka
    Zimroz, Radoslaw
    Szabat, Krzysztof
    MECHANICAL SYSTEMS AND SIGNAL PROCESSING, 2023, 200
  • [33] An Adaptive Target Tracking Algorithm Based on EKF for AUV with Unknown Non-Gaussian Process Noise
    Dong, Lingyan
    Xu, Hongli
    Feng, Xisheng
    Han, Xiaojun
    Yu, Chuang
    APPLIED SCIENCES-BASEL, 2020, 10 (10):
  • [34] A Novel Kalman Filter for Nonlinear Non-Gaussian Systems and Its Applications in Self-localization
    Liang, Xin
    Feng, Yimeng
    Jiang, Yi
    2024 IEEE/CIC INTERNATIONAL CONFERENCE ON COMMUNICATIONS IN CHINA, ICCC, 2024,
  • [35] Underwater surveillance in non-Gaussian noisy environment
    Jagan, B. Omkar Lakshmi
    Rao, S. Koteswara
    MEASUREMENT & CONTROL, 2020, 53 (1-2) : 250 - 261
  • [36] A Novel Gaussian Nonlinear Iterated Update Filtering
    Lu, Xin
    Liu, Zhong
    Zhang, Hongxin
    2017 29TH CHINESE CONTROL AND DECISION CONFERENCE (CCDC), 2017, : 1685 - 1690
  • [37] Implementation Of underwater target tracking techniques for Gaussian and non-Gaussian environments
    Jahan, Kausar
    Rao, S. Koteswara
    COMPUTERS & ELECTRICAL ENGINEERING, 2020, 87
  • [38] An Information Theoretic Approach to Power-Substation Level Dynamic State Estimation With Non-Gaussian Noise
    Ahmad, Tabia
    Senroy, Nilanjan
    IEEE TRANSACTIONS ON POWER SYSTEMS, 2020, 35 (02) : 1642 - 1645
  • [39] State estimation for dynamic systems with higher-order autoregressive moving average non-Gaussian noise
    Zhang, Guanghua
    Zeng, Linghao
    Lian, Feng
    Liu, Xinqiang
    Fu, Na
    Dai, Shasha
    FRONTIERS IN ENERGY RESEARCH, 2022, 10
  • [40] Variational Bayesian-Based Improved Maximum Mixture Correntropy Kalman Filter for Non-Gaussian Noise
    Li, Xuyou
    Guo, Yanda
    Meng, Qingwen
    ENTROPY, 2022, 24 (01)