A novel adaptive Kalman filter with inaccurate process and measurement noise covariance matrices

Y Huang, Y Zhang, Z Wu, N Li… - IEEE transactions on …, 2017 - ieeexplore.ieee.org
In this paper, a novel variational Bayesian (VB)-based adaptive Kalman filter (VBAKF) for
linear Gaussian state-space models with inaccurate process and measurement noise …

An adaptive Kalman filter with inaccurate noise covariances in the presence of outliers

H Zhu, G Zhang, Y Li, H Leung - IEEE Transactions on …, 2021 - ieeexplore.ieee.org
In this article, a novel variational Bayesian (VB) adaptive Kalman filter with inaccurate
nominal process and measurement noise covariances (PMNC) in the presence of outliers is …

Multiple fading factors-based strong tracking variational Bayesian adaptive Kalman filter

C Pan, J Gao, Z Li, N Qian, F Li - Measurement, 2021 - Elsevier
If the system model or the statistical characteristics of noise are inaccurate, the past
measurements will directly affect the accuracy of current state estimation or even lead to …

Variational adaptive Kalman filter with Gaussian-inverse-Wishart mixture distribution

Y Huang, Y Zhang, P Shi… - IEEE Transactions on …, 2020 - ieeexplore.ieee.org
In this article, a new variational adaptive Kalman filter with Gaussian-inverse-Wishart mixture
distribution is proposed for a class of linear systems with both partially unknown state and …

Robust Kalman filters based on Gaussian scale mixture distributions with application to target tracking

Y Huang, Y Zhang, P Shi, Z Wu, J Qian… - … on Systems, Man …, 2017 - ieeexplore.ieee.org
In this paper, a new robust Kalman filtering framework for a linear system with non-Gaussian
heavy-tailed and/or skewed state and measurement noises is proposed through modeling …

A slide window variational adaptive Kalman filter

Y Huang, F Zhu, G Jia, Y Zhang - IEEE Transactions on Circuits …, 2020 - ieeexplore.ieee.org
A slide window variational adaptive Kalman filter is presented in this brief based on adaptive
learning of inaccurate state and measurement noise covariance matrices, which is …

Modified strong tracking unscented Kalman filter for nonlinear state estimation with process model uncertainty

G Hu, S Gao, Y Zhong, B Gao… - International Journal of …, 2015 - Wiley Online Library
This paper presents a modified strong tracking unscented Kalman filter (MSTUKF) to
address the performance degradation and divergence of the unscented Kalman filter …

A variational Bayesian-based unscented Kalman filter with both adaptivity and robustness

K Li, L Chang, B Hu - IEEE Sensors Journal, 2016 - ieeexplore.ieee.org
This paper proposes a modified unscented Kalman filter (UKF) with both adaptivity and
robustness. In the proposed filter, the adaptivity is achieved by estimating the time-varying …

A Novel Robust Student's t-Based Kalman Filter

Y Huang, Y Zhang, N Li, Z Wu… - IEEE Transactions on …, 2017 - ieeexplore.ieee.org
A novel robust Student's t-based Kalman filter is proposed by using the variational Bayesian
approach, which provides a Gaussian approximation to the posterior distribution. Simulation …

Interacting multiple model estimation-based adaptive robust unscented Kalman filter

B Gao, S Gao, Y Zhong, G Hu, C Gu - International Journal of Control …, 2017 - Springer
The unscented Kalman filter (UKF) is a promising approach for the state estimation of
nonlinear dynamic systems due to its simple calculation process and superior performance …