Please use this identifier to cite or link to this item: http://localhost/handle/Hannan/204066
Title: Robust Student&x2019;s t-Based Stochastic Cubature Filter for Nonlinear Systems With Heavy-Tailed Process and Measurement Noises
Authors: Yulong Huang;Yonggang Zhang
Year: 2017
Publisher: IEEE
Abstract: In this paper, a new robust Student's t-based stochastic cubature filter (RSTSCF) is proposed for a nonlinear state-space model with heavy-tailed process and measurement noises. The heart of the RSTSCF is a stochastic Student's t-spherical radial cubature rule (SSTSRCR), which is derived based on the third-degree unbiased spherical rule and the proposed third-degree unbiased radial rule. The existing stochastic integration rule is a special case of the proposed SSTSRCR when the degrees of freedom parameter tends to infinity. The proposed filter is applied to a maneuvering bearings-only tracking example, in which an agile target is tracked and the bearing is observed in clutter. Simulation results show that the proposed RSTSCF can achieve higher estimation accuracy than the existing Gaussian approximate filter, Gaussian sum filter, Huber-based nonlinear Kalman filter, maximum correntropy criterion-based Kalman filter, and robust Student's t-based nonlinear filters, and is computationally much more efficient than the existing particle filter.
Description: 
URI: http://localhost/handle/Hannan/204066
volume: 5
More Information: 7964,
7974
Appears in Collections:2017

Files in This Item:
File SizeFormat 
7922566.pdf4.76 MBAdobe PDF
Title: Robust Student&x2019;s t-Based Stochastic Cubature Filter for Nonlinear Systems With Heavy-Tailed Process and Measurement Noises
Authors: Yulong Huang;Yonggang Zhang
Year: 2017
Publisher: IEEE
Abstract: In this paper, a new robust Student's t-based stochastic cubature filter (RSTSCF) is proposed for a nonlinear state-space model with heavy-tailed process and measurement noises. The heart of the RSTSCF is a stochastic Student's t-spherical radial cubature rule (SSTSRCR), which is derived based on the third-degree unbiased spherical rule and the proposed third-degree unbiased radial rule. The existing stochastic integration rule is a special case of the proposed SSTSRCR when the degrees of freedom parameter tends to infinity. The proposed filter is applied to a maneuvering bearings-only tracking example, in which an agile target is tracked and the bearing is observed in clutter. Simulation results show that the proposed RSTSCF can achieve higher estimation accuracy than the existing Gaussian approximate filter, Gaussian sum filter, Huber-based nonlinear Kalman filter, maximum correntropy criterion-based Kalman filter, and robust Student's t-based nonlinear filters, and is computationally much more efficient than the existing particle filter.
Description: 
URI: http://localhost/handle/Hannan/204066
volume: 5
More Information: 7964,
7974
Appears in Collections:2017

Files in This Item:
File SizeFormat 
7922566.pdf4.76 MBAdobe PDF
Title: Robust Student&x2019;s t-Based Stochastic Cubature Filter for Nonlinear Systems With Heavy-Tailed Process and Measurement Noises
Authors: Yulong Huang;Yonggang Zhang
Year: 2017
Publisher: IEEE
Abstract: In this paper, a new robust Student's t-based stochastic cubature filter (RSTSCF) is proposed for a nonlinear state-space model with heavy-tailed process and measurement noises. The heart of the RSTSCF is a stochastic Student's t-spherical radial cubature rule (SSTSRCR), which is derived based on the third-degree unbiased spherical rule and the proposed third-degree unbiased radial rule. The existing stochastic integration rule is a special case of the proposed SSTSRCR when the degrees of freedom parameter tends to infinity. The proposed filter is applied to a maneuvering bearings-only tracking example, in which an agile target is tracked and the bearing is observed in clutter. Simulation results show that the proposed RSTSCF can achieve higher estimation accuracy than the existing Gaussian approximate filter, Gaussian sum filter, Huber-based nonlinear Kalman filter, maximum correntropy criterion-based Kalman filter, and robust Student's t-based nonlinear filters, and is computationally much more efficient than the existing particle filter.
Description: 
URI: http://localhost/handle/Hannan/204066
volume: 5
More Information: 7964,
7974
Appears in Collections:2017

Files in This Item:
File SizeFormat 
7922566.pdf4.76 MBAdobe PDF