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https://hdl.handle.net/2440/120195
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Type: | Journal article |
Title: | Robust Kalman filters based on Gaussian scale mixture distributions with application to target tracking |
Author: | Huang, Y. Zhang, Y. Shi, P. Wu, Z. Qian, J. Chambers, J.A. |
Citation: | IEEE Transactions on Systems, Man, and Cybernetics: Systems, 2019; 49(10):2082-2096 |
Publisher: | IEEE |
Issue Date: | 2019 |
ISSN: | 2168-2216 2168-2232 |
Statement of Responsibility: | Yulong Huang, Yonggang Zhang, Peng Shi, Zhemin Wu, Junhui Qian, and Jonathon A. Chambers |
Abstract: | In this paper, a new robust Kalman filtering framework for a linear system with non-Gaussian heavy-tailed and/or skewed state and measurement noises is proposed through modeling one-step prediction and likelihood probability density functions as Gaussian scale mixture (GSM) distributions. The state vector, mixing parameters, scale matrices, and shape parameters are simultaneously inferred utilizing standard variational Bayesian approach. As the implementations of the proposed method, several solutions corresponding to some special GSM distributions are derived. The proposed robust Kalman filters are tested in a manoeuvring target tracking example. Simulation results show that the proposed robust Kalman filters have a better estimation accuracy and smaller biases compared to the existing state-of-the-art Kalman filters. |
Keywords: | Gaussian scale mixture (GSM) distribution; heavy-tailed noise, Kalman filter; skewed noise; state estimation; target tracking; variational Bayesian (VB) |
Rights: | © 2017 IEEE. Personal use is permitted, but republication/redistribution requires IEEE permission. See http://www.ieee.org/publications_standards/publications/rights/index.html for more information. |
DOI: | 10.1109/TSMC.2017.2778269 |
Grant ID: | 61773133 61633008 61773131 U1509217 HEUCFP201705 HEUCF041702 http://purl.org/au-research/grants/arc/DP170102644 B17048 B17017 |
Published version: | http://dx.doi.org/10.1109/tsmc.2017.2778269 |
Appears in Collections: | Aurora harvest 4 Electrical and Electronic Engineering publications |
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