4.7 Article

Robust Student's t Based Nonlinear Filter and Smoother

Journal

IEEE TRANSACTIONS ON AEROSPACE AND ELECTRONIC SYSTEMS
Volume 52, Issue 5, Pages 2586-U4444

Publisher

IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC
DOI: 10.1109/TAES.2016.150722

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Funding

  1. National Natural Science Foundation of China [61201409, 61371173]
  2. Fundamental Research Funds for the Central Universities of Harbin Engineering University [HEUCF160401]
  3. Engineering and Physical Sciences Research Council (EPSRC) of the UK [EP/K014307/1]

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Novel Student's t based approaches for formulating a filter and smoother, which utilize heavy tailed process and measurement noise models, are found through approximations of the associated posterior probability density functions. Simulation results for manoeuvring target tracking illustrate that the proposed methods substantially outperform existing methods in terms of the root mean square error.

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