A Novel Robust Gaussian–Student's t Mixture Distribution Based Kalman Filter

DOI10.1109/TSP.2019.2916755OpenAlexW2944846513MaRDI QIDQ5238903

Yu-Xin Zhao, Yong-Gang Zhang, Jonathon A. Chambers, Yu-Long Huang

Publication date: 28 October 2019

Published in: IEEE Transactions on Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tsp.2019.2916755

Mathematics Subject Classification ID

Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

Related Items (10)

A novel robust Kalman filter with unknown non-stationary heavy-tailed noise ⋮ Markov chain Monte Carlo based adaptive Rauch-Tung-Striebel smoother ⋮ A new heavy-tailed robust Kalman filter with time-varying process bias ⋮ A novel Student's \(t\)-based Kalman filter with colored measurement noise ⋮ Robust Kalman filter with fading factor under state transition model mismatch and outliers interference ⋮ A new Gaussian-Student's \(t\) mixing distribution-based Kalman filter with unknown measurement random delay rate ⋮ Variational Bayesian based adaptive PDA filter in scenarios with unknown detection probability and heavy-tailed process noise ⋮ Variational robust filter for a class of stochastic systems with false and missing measurements ⋮ Switching Gaussian-heavy-tailed distribution based robust Gaussian approximate filter for INS/GNSS integration ⋮ A novel Kalman filter formulation for improving tracking performance of the extended kernel RLS

This page was built for publication: A Novel Robust Gaussian–Student's t Mixture Distribution Based Kalman Filter