A novel robust Kalman filter with unknown non-stationary heavy-tailed noise

DOI10.1016/j.automatica.2021.109511zbMath1461.93517OpenAlexW3133243397MaRDI QIDQ2664242

Guorui Zhang, Hao Zhu, Yongfu Li, Henry C. M. Leung

Publication date: 20 April 2021

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.automatica.2021.109511

zbMATH Keywords

Gaussian mixture modelvariational Bayesianadaptive Kalman filternon-stationary heavy-tailed noise

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11)

Related Items (1)

Non-Gaussian Bayesian filtering by density parametrization using power moments

Uses Software

• PRMLT

Cites Work

• Unnamed Item
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