Please use this identifier to cite or link to this item: https://hdl.handle.net/2440/120195
Citations
Scopus Web of Science® Altmetric
?
?
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

Files in This Item:
There are no files associated with this item.


Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.