Nonlinear Filtering based on Observations from Student's T Processes
2012 (English)In: Proceedings of the 2012 IEEE Aerospace Conference, 2012, , 6 p.Conference paper (Refereed)
We consider measurements from possibly zero-mean stochastic processes in a nonlinear filtering framework. This is a challenging problem, since it is only the second order properties of the measurements that bear information about the unknown state vector. The covariance function of the measurements can have both spatial and temporal correlation that depend on the state. Recently, a solution to this problem was presented for the case of Gaussian processes. We here extend the theory to Student's t processes. We illustrate the state observability by a simple but still realistic simulation example.
Place, publisher, year, edition, pages
2012. , 6 p.
Nonlinear filtering, Particle filtering, Student's t process
IdentifiersURN: urn:nbn:se:liu:diva-79604DOI: 10.1109/AERO.2012.6187210ISBN: 978-1-4577-0556-4OAI: oai:DiVA.org:liu-79604DiVA: diva2:543913
2012 IEEE Aerospace Conference, Big Sky, MT, USA, 3-10 March, 2012
FunderSwedish e‐Science Research Center
Funder: Linnaeus research environment CADICS, funded by the Swedish Research Councilfor the financial support.2012-09-272012-08-102013-07-10Bibliographically approved