Robust student’s t based nonlinear filter and smoother
Yulong Huang, Yonggang Zhang, Ning Li, Jonathon A. Chambers · IEEE Transactions on Aerospace and Electronic Systems · 2016
Novel Student's t based approaches for formulating a filter and smoother, which utilize heavy tailed process and measurement noise models, are found through approximations of the associated posterior probability density functions. Simulation results for manoeuvring target tracking illustrate that the proposed methods substantially outperform existing methods in terms of the root mean square error.