A Novel Robust Kalman Filter With Non-stationary Heavy-tailed Measurement Noise
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DOI: 10.1016/j.ifacol.2020.12.188
Abstract: Abstract A novel robust Kalman filter based on Gaussian-Student’s t mixture (GSTM) distribution is proposed to address the filtering problem of a linear system with non-stationary heavy-tailed measurement noise. The mixing probability is recursively estimated… read more here.
Keywords: heavy tailed; tailed measurement; non stationary; robust kalman ... See more keywords