中国科学院机构知识库网格
Chinese Academy of Sciences Institutional Repositories Grid
M-estimator based robust unscented kalman filter through statistical linearization

文献类型:期刊论文

作者Chang, Guobin1,2; Xu, Tianhe3; Wang, Haitao1
刊名Transactions of the institute of measurement and control
出版日期2019-04-01
卷号41期号:7页码:2016-2025
ISSN号0142-3312
关键词Unscented kalman filter Robustness Contaminated gaussian distribution M-estimator
DOI10.1177/0142331218793925
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
URI标识http://www.irgrid.ac.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.

入库方式: iSwitch采集

来源:武汉植物园

浏览0
下载0
收藏0
其他版本

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。