A Robust Gaussian Approximate Fixed-Interval Smoother for Nonlinear Systems With Heavy-Tailed Process and Measurement Noises

作者：Huang, Yulong^*; Zhang, Yonggang^*; Li, Ning^*; Chambers, Jonathon^*

来源：IEEE Signal Processing Letters, 2016, 23(4): 468-472.

DOI：10.1109/LSP.2016.2533543

• Gaussian approximate (GA) smoother
• heavy-tailed noise
• Student's t distribution
• variational Bayesian (VB)

In this letter, a robust Gaussian approximate (GA) fixed-interval smoother for nonlinear systems with heavy-tailed process and measurement noises is proposed. The process and measurement noises are modeled as stationary Student's t distributions, and the state trajectory and noise parameters are inferred approximately based on the variational Bayesian (VB) approach. Simulation results show the efficiency and superiority of the proposed smoother as compared with existing smoothers.

• 出版日期2016-4
• 单位哈尔滨工程大学