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A Novel Robust Student's t-Based Cubature Information Filter with Heavy-Tailed Noises

机译：一种新颖的强大的基于学生的T型立方体信息过滤器，具有重尾噪音

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摘要

In this paper, a novel robust Student'st-based cubature information filter is proposed for a nonlinear multisensor system with heavy-tailed process and measurement noises. At first, the predictive probability density function (PDF) and the likelihood PDF are approximated as two different Student'stdistributions. To avoid the process uncertainty induced by the heavy-tailed process noise, the scale matrix of the predictive PDF is modeled as an inverse Wishart distribution and estimated dynamically. Then, the predictive PDF and the likelihood PDF are transformed into a hierarchical Gaussian form to obtain the approximate solution of posterior PDF. Based on the variational Bayesian approximation method, the posterior PDF is approximated iteratively by minimizing the Kullback-Leibler divergence function. Based on the posterior PDF of the auxiliary parameters, the predicted covariance and measurement noise covariance are modified. And then the information matrix and information state are updated by summing the local information contributions, which are computed based on the modified covariance. Finally, the state, scale matrix, and posterior densities are estimated after fixed point iterations. And the simulation results for a target tracking example demonstrate the superiority of the proposed filter.
机译：在本文中，提出了一种具有重型过程和测量噪声的非线性多传感器系统的基于鲁棒的基于学生的立方信息滤波器。首先，预测概率密度函数（PDF）和可能性PDF近似为两个不同的学生的istlibutions。为避免由重尾部过程噪声引起的过程不确定性，预测PDF的比例矩阵被建模为逆不良分布并动态估计。然后，预测PDF和可能性PDF被转换成分级高斯形式以获得后部PDF的近似解。基于变分贝叶斯近似方法，通过最小化Kullback-Leibler发散功能来迭代地近似PDF。基于辅助参数的后部PDF，修改了预测的协方差和测量噪声协方差。然后，通过求解基于修改的协方差来计算的本地信息贡献来更新信息矩阵和信息状态。最后，在固定点迭代之后估计了状态，缩放矩阵和后密度。目标跟踪示例的仿真结果证明了所提出的过滤器的优越性。

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  • 来源
    《International journal of aerospace engineering》 |2020年第2期|7075037.1-7075037.11|共11页
  • 作者

    Shui Yongtao; Wang Xiaogang; Qin Wutao; Wang Yu; Pang Baojun; Cui Naigang;

  • 作者单位

    Harbin Inst Technol Sch Astronaut Harbin Peoples R China;

    Harbin Inst Technol Sch Astronaut Harbin Peoples R China;

    Nanjing Res Inst Elect Technol Nanjing Peoples R China;

    Harbin Inst Technol Sch Astronaut Harbin Peoples R China;

    Harbin Inst Technol Sch Astronaut Harbin Peoples R China;

    Harbin Inst Technol Sch Astronaut Harbin Peoples R China;

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