QQ客服 官方微博 反馈留言

	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.

个性服务

查看访问统计

相关权益政策

暂无数据

收藏/分享

除非特别说明，本系统中所有内容都受版权保护，并保留所有权利。