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

DOI10.1109/TSP.2019.2916755MaRDI QIDQ5238903zbMATH OpenOpenAlexFDO

Authors Yu-Xin Zhao, Yulong Huang, Yonggang Zhang, Jonathon A. Chambers

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)

Cited in

(20)

• Variational Bayesian based adaptive PDA filter in scenarios with unknown detection probability and heavy-tailed process noise
• 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
• A novel Student's t-based Kalman filter with colored measurement noise
• A novel robust Kalman filter with unknown non-stationary heavy-tailed noise
• Markov chain Monte Carlo based adaptive Rauch-Tung-Striebel smoother
• Robust Kalman filter with fading factor under state transition model mismatch and outliers interference
• Multi-layer unscented Kalman filtering algorithm based on Gaussian distribution
• Robust and Trend-Following Student's t Kalman Smoothers
• A new heavy-tailed robust Kalman filter with time-varying process bias
• A new Gaussian-Student's t mixing distribution-based Kalman filter with unknown measurement random delay rate
• Variational robust filter for a class of stochastic systems with false and missing measurements
• A robust Kalman filter with bias estimation based on variational Bayesian inference and chi-square test
• Distributed sequential filtering for nonlinear systems with heavy-tailed noise under binary sensor networks: a variational Bayesian approach
• A novel robust distributed IMM filter for jump Markov systems with non-stationary heavy-tailed measurement noise
• Event-triggered moving horizon state estimation for discrete-time linear systems subject to measurement outliers
• Kalman filter with impulse noised outliers: a robust sequential algorithm to filter data with a large number of outliers
• A novel robust distributed IMM filter based on normal-exponential-gamma distribution
• Distributed target tracking based on variational Bayesian method under non-stationary noises
• Robust iterated q-Rênyi unscented Kalman filter for spacecraft attitude estimation

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