We consider the filtering problem in linear state space models with heavy tailed process and measurement noise. Our work is based on Student's t distribution, for which we give a number of useful results. The derived filtering algorithm is a generalization of the ubiquitous Kalman filter, and reduces to it as special case. Both Kalman filter and the new algorithm are compared on a challenging tracking example where a maneuvering target is observed in clutter. / MC Impulse
| Identifer | oai:union.ndltd.org:UPSALLA1/oai:DiVA.org:liu-93704 |
| Date | January 2013 |
| Creators | Roth, Michael, Ozkan, Emre, Gustafsson, Fredrik |
| Publisher | Linköpings universitet, Reglerteknik, Linköpings universitet, Tekniska högskolan, Linköpings universitet, Reglerteknik, Linköpings universitet, Tekniska högskolan, Linköpings universitet, Reglerteknik, Linköpings universitet, Tekniska högskolan |
| Source Sets | DiVA Archive at Upsalla University |
| Language | English |
| Detected Language | English |
| Type | Conference paper, info:eu-repo/semantics/conferenceObject, text |
| Format | application/pdf |
| Rights | info:eu-repo/semantics/openAccess |
| Relation | Proceedings of the 38th International Conference on Acoustics, Speech, and Signal Processing (ICASSP), p. 5770-5774, info:eu-repo/grantAgreement/EC/FP7/238710 |
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