M-estimator based robust unscented kalman filter through statistical linearization | |
Chang, Guobin1,2; Xu, Tianhe3; Wang, Haitao1 | |
刊名 | Transactions of the institute of measurement and control |
2019-04-01 | |
卷号 | 41期号:7页码:2016-2025 |
关键词 | Unscented kalman filter Robustness Contaminated gaussian distribution M-estimator |
ISSN号 | 0142-3312 |
DOI | 10.1177/0142331218793925 |
通讯作者 | Chang, guobin(guobinchang@hotmail.com) |
英文摘要 | The robust unscented kalman filter (ukf) is revisited in this paper from a new point of view, namely the statistical linear regression (slr) perspective of the unscented transformation (ut). when the actual distribution of the observation noise deviates from the assumed gaussian distribution, the performance of the filter may degrade significantly owing to lacking robustness. after linearizing the nonlinear observation equation using the slr perspective, the m-estimator is employed to replace the weighted least-squares one, resulting in the robust ukf. besides providing new theoretical aspects, the advantageous performance of the proposed filter is re-emphasized in terms of the following three: (1) robust, the proposed filter is robust against deviations from the assumed gaussian distribution; (2) efficient, by elaborately selecting the tuning parameter of the m-estimator, the robust filter will have a slight efficiency loss compared with the ukf when the gaussian assumption does hold; (3) accurate, the proposed filter achieves robustness without compromising the accuracy of the ut. |
WOS关键词 | NONLINEAR TRANSFORMATION ; COVARIANCES ; SYSTEMS |
WOS研究方向 | Automation & Control Systems ; Instruments & Instrumentation |
WOS类目 | Automation & Control Systems ; Instruments & Instrumentation |
语种 | 英语 |
出版者 | SAGE PUBLICATIONS LTD |
WOS记录号 | WOS:000461764600021 |
内容类型 | 期刊论文 |
URI标识 | http://www.corc.org.cn/handle/1471x/2373154 |
专题 | 武汉植物园 |
通讯作者 | Chang, Guobin |
作者单位 | 1.Chinese Acad Sci, Inst Geodesy & Geophys, State Key Lab Geodesy & Earths Dynam, Wuhan, Hubei, Peoples R China 2.China Univ Min & Technol, Sch Environm Sci & Spatial Informat, Daxue Rd 1, Xuzhou 221116, Jiangsu, Peoples R China 3.Shandong Univ, Inst Space Sci, Weihai, Peoples R China |
推荐引用方式 GB/T 7714 | Chang, Guobin,Xu, Tianhe,Wang, Haitao. M-estimator based robust unscented kalman filter through statistical linearization[J]. Transactions of the institute of measurement and control,2019,41(7):2016-2025. |
APA | Chang, Guobin,Xu, Tianhe,&Wang, Haitao.(2019).M-estimator based robust unscented kalman filter through statistical linearization.Transactions of the institute of measurement and control,41(7),2016-2025. |
MLA | Chang, Guobin,et al."M-estimator based robust unscented kalman filter through statistical linearization".Transactions of the institute of measurement and control 41.7(2019):2016-2025. |
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