New look at the Student's t-based Kalman filter from maximum a posterior perspective

被引：1
|
作者：
Qin, Fangjun [1 ]
Chang, Lubin [1 ]
Zha, Feng [1 ]
机构：
[1] Naval Univ Engn, Dept Nav Engn, Wuhan, Hubei, Peoples R China
来源：
IET RADAR SONAR AND NAVIGATION | 2018年 / 12卷 / 08期
关键词：
Kalman filters; maximum likelihood estimation; Bayes methods; probability; student t-based Kalman filter; STKF; Bayesian maximum a posterior perspective; linear system; heavy-tailed measurement noise; M-estimator; Cauchy function; likelihood probability density function; elliptical distribution;
D O I：
10.1049/iet-rsn.2017.0422
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：
In this study, the newly derived Student's t-based Kalman filter (STKF) is re-derived from Bayesian maximum a posterior perspective for linear systems with heavy-tailed measurement noises. This re-derivation reveals that the STKF is an M-estimator with Cauchy function as the robust cost function. The presented re-derivation can also be used as the unified procedure to derive robust Kalman-type filters by assuming the likelihood probability density function to be elliptical distributions.
引用
收藏
页码：795 / 800
页数：6
相关论文
共 50 条
  • [41] Kalman filter based T-S fuzzy control for morphing aircraft
    Liang S.
    Yang L.
    Yang Z.
    Xu B.
    Hangkong Xuebao/Acta Aeronautica et Astronautica Sinica, 2020, 41
  • [42] A New Outlier-Robust Student's t Based Gaussian Approximate Filter for Cooperative Localization
    Huang, Yulong
    Zhang, Yonggang
    Xu, Bo
    Wu, Zhemin
    Chambers, Jonathon
    IEEE-ASME TRANSACTIONS ON MECHATRONICS, 2017, 22 (05) : 2380 - 2386
  • [43] Student’s t inverse Wishart filter based on random matrix modeling
    Chen H.
    Wang L.
    Han C.-Z.
    Kongzhi Lilun Yu Yingyong/Control Theory and Applications, 2022, 39 (06): : 1088 - 1097
  • [44] Robust Student's t based cubature filter with heavy tailed noise
    Cheng R.
    Miao L.-F.
    Wang T.-T.
    Kongzhi Lilun Yu Yingyong/Control Theory and Applications, 2019, 36 (07): : 1174 - 1181
  • [45] Gender and ethnic stereotypes in student teachers’ judgments: a new look from a shifting standards perspective
    Katharina Holder
    Ursula Kessels
    Social Psychology of Education, 2017, 20 : 471 - 490
  • [46] Gender and ethnic stereotypes in student teachers' judgments: a new look from a shifting standards perspective
    Holder, Katharina
    Kessels, Ursula
    SOCIAL PSYCHOLOGY OF EDUCATION, 2017, 20 (03) : 471 - 490
  • [47] Kalman Filter-based Heuristic Ensemble (KFHE): A new perspective on multi-class ensemble classification using Kalman filters
    Pakrashi, Arjun
    Mac Namee, Brian
    INFORMATION SCIENCES, 2019, 485 : 456 - 485
  • [48] Robust Student's t-based Rauch-Tung-Striebel Smoother for Non-stationary Heavy-tailed Measurement Noises
    Zhu, Fengchi
    Xue, Chao
    Huang, Yulong
    Zhang, Yonggang
    2021 PROCEEDINGS OF THE 40TH CHINESE CONTROL CONFERENCE (CCC), 2021, : 3071 - 3076
  • [49] The empty pit - Why mining can't find new talent: a student's perspective
    d'Aux, MD
    CIM BULLETIN, 2005, 98 (1090): : 40 - 42
  • [50] Modified Adaptive Federated Student's t Maximum Correntropy Criterion Variational Adaptive Kalman Filtering for Multi-Source Data Fusion
    Fan, Yunsheng
    Qiao, Shuanghu
    Song, Baojian
    Wang, Guofeng
    INTERNATIONAL JOURNAL OF ROBUST AND NONLINEAR CONTROL, 2025,
12345