A Novel Robust Nonlinear Kalman Filter Based on Multivariate Laplace Distribution
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DOI: 10.1109/tcsii.2021.3052351
Abstract: In this brief, we investigate the robust state estimation of nonlinear systems with heavy-tailed noise. Based on the fact that the multivariate Laplace (ML) distribution has heavier tails than Gaussian distribution but is only determined… read more here.
Keywords: robust nonlinear; laplace distribution; kalman filter; multivariate laplace ... See more keywords