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A robust Student's t based cubature filter

Lookup NU author(s): Dr Mohsen Naqvi, Professor Jonathon Chambers

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Abstract

In the paper, a novel third-degree Student's t spherical-radial cubature rule (SRCR) is proposed, from which a new robust Student's t based cubature filter is developed. The standard third-degree SRCR is a special case of the proposed Student's t SRCR when the degrees of freedom parameter tends to infinity. Moreover, the proposed Student's t SRCR is identical to the unscented transform (UT) when the free parameter of the UT equals to zero, which provides a reasonable choice of the free parameter of the UT for the calculation of the Student's t weighted integral. Finally, the effectiveness and superiority of the proposed filter is illustrated in two representative examples concerning univariate non-stationary growth model and target tracking.

Publication metadata

Author(s): Huang YL, Zhang YG, Li N, Naqvi SM, Chambers J

Publication type: Conference Proceedings (inc. Abstract)

Publication status: Published

Conference Name: 19th International Conference on Information Fusion (FUSION)

Year of Conference: 2016

Pages: 9-16

Online publication date: 04/08/2016

Acceptance date: 01/01/1900

Publisher: Institute of Electrical and Electronics Engineers

URL: http://ieeexplore.ieee.org/document/7527863/?part=1

Library holdings: Search Newcastle University Library for this item

ISBN: 9780996452748

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