A variational Bayesian based robust filter for unknown measurement bias and inaccurate noise statistics
Shaohua Yang,
Hongpo Fu,
Xiaodong Zhang
Abstract:In many practical fields, the unknown time-varying
measurement biases (additive and multiplicative bias) and
heavy-tailed measurement noise caused by some unpredictable
anomalous behaviors may degrade the performance of conventional
Kalman filter seriously. To solve the state estimation problem of
systems with time-varying measurement biases and heavy-tailed
measurement noise, this paper proposes a new variational Bayesian
(VB) based robust filter. Firstly, the non-Gaussian measurement
likeliho… Show more
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