A Robust Interacting Multiple Model Smoother with Heavy-Tailed Measurement Noises

被引:0
|
作者
Cui, Shuai [1 ]
Li, Zhi [1 ]
Yang, Yanbo [1 ]
机构
[1] Xidian Univ, Sch Mechanoelect Engn, Xian, Peoples R China
关键词
IMM smoother; Student's t-distribution; heavy-tailed measurement noises; forward and backward filtering; ALGORITHM;
D O I
10.1109/CAC51589.2020.9327048
中图分类号
TP [自动化技术、计算机技术];
学科分类号
0812 ;
摘要
Interacting multiple model (IMM) estimator has found an increasingly wide utilization in the filed of target tracking. Smoothing, uses all obtained measurements to estimate the previous state in order to provide a better estimation. However, IMM smoothers do not perform well and suffer severe performance degradation with some outliers existing in the measurement noises. This paper proposes a novel robust IMM smoother to deal with heavy-tailed measurement noises obeying the Student's t-distribution. The proposed smoother is derived from a forward filter combing with a backward filter. An example of maneuvering target tracking with heavy-tailed
引用
收藏
页码:3574 / 3578
页数:5
相关论文
共 50 条
  • [11] Robust measurement of (heavy-tailed) risks: Theory and implementation
    Schneider, Judith C.
    Schweizer, Nikolaus
    JOURNAL OF ECONOMIC DYNAMICS & CONTROL, 2015, 61 : 183 - 203
  • [12] A robust distributed interaction multiple model filter for jump Markov systems with heavy-tailed measurement noise
    Tong, Shun
    Zhou, Weidong
    TRANSACTIONS OF THE INSTITUTE OF MEASUREMENT AND CONTROL, 2024,
  • [13] Robust replicated heteroscedastic measurement error model using heavy-tailed distribution
    Cao, Chunzheng
    Chen, Mengqian
    Ren, Yuqian
    Xu, Yue
    COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION, 2018, 47 (06) : 1771 - 1784
  • [14] Robust Rauch-Tung-Striebel Smoothing Framework for Heavy-Tailed and/or Skew Noises
    Huang, Yulong
    Zhang, Yonggang
    Zhao, Yuxin
    Mihaylova, Lyudmila
    Chambers, Jonathon A.
    IEEE TRANSACTIONS ON AEROSPACE AND ELECTRONIC SYSTEMS, 2020, 56 (01) : 415 - 441
  • [15] Robust Adaptive Filters and Smoothers for Linear Systems With Heavy-Tailed Multiplicative/Additive Noises
    Yu, Xingkai
    Qu, Zhi
    Jin, Gumin
    IEEE TRANSACTIONS ON AEROSPACE AND ELECTRONIC SYSTEMS, 2024, 60 (05) : 6717 - 6733
  • [16] Fusion Estimation for Nonlinear Systems with Heavy-tailed Noises
    Di, Chenying
    Yan, Liping
    Xia, Yuanqing
    PROCEEDINGS OF THE 38TH CHINESE CONTROL CONFERENCE (CCC), 2019, : 3537 - 3542
  • [17] ARFIS: An adaptive robust model for regression with heavy-tailed distribution
    Su, Meihong
    Zhang, Jifu
    Guo, Yaqing
    Wang, Wenjian
    INFORMATION SCIENCES, 2024, 686
  • [18] Robust Gaussian approximate filter and smoother with colored heavy tailed measurement noise
    Huang Y.-L.
    Zhang Y.-G.
    Wu Z.-M.
    Li N.
    Wang G.
    Zhang, Yong-Gang (zhangyg@hrbeu.edu.cn), 1600, Science Press (43): : 114 - 131
  • [19] A Novel Moving Horizon Estimation-Based Robust Kalman Filter with Heavy-Tailed Noises
    Hu, Yue
    Zhou, Wei Dong
    CIRCUITS SYSTEMS AND SIGNAL PROCESSING, 2024, 43 (12) : 8091 - 8107
  • [20] Robust δ-Generalized Labeled Multi-Bernoulli Filter for Nonlinear Systems with Heavy-tailed Noises
    Hou, Liming
    Lian, Feng
    de Abreu, Giuseppe Thadeu Freitas
    Tan, Shuncheng
    PROCEEDINGS OF 2020 23RD INTERNATIONAL CONFERENCE ON INFORMATION FUSION (FUSION 2020), 2020, : 436 - 443