Title
A Robust Gaussian Approximate Fixed-Interval Smoother for Nonlinear Systems With Heavy-Tailed Process and Measurement Noises.
Abstract
In this letter, a robust Gaussian approximate (GA) fixed-interval smoother for nonlinear systems with heavy-tailed process and measurement noises is proposed. The process and measurement noises are modeled as stationary Student's t distributions, and the state trajectory and noise parameters are inferred approximately based on the variational Bayesian (VB) approach. Simulation results show the eff...
Year
DOI
Venue
2016
10.1109/LSP.2016.2533543
IEEE Signal Processing Letters
Keywords
Field
DocType
Noise measurement,Robustness,Nonlinear systems,Standards,Covariance matrices,Bayes methods,Mathematical model
Mathematical optimization,Nonlinear system,Noise measurement,Robustness (computer science),Gaussian,Gaussian noise,Mathematics,Trajectory,Bayesian probability
Journal
Volume
Issue
ISSN
23
4
1070-9908
Citations 
PageRank 
References 
13
0.64
14
Authors
4
Name
Order
Citations
PageRank
Yulong Huang118621.07
Yonggang Zhang224727.34
Ning Li316314.85
Jonathon A. Chambers4566.96