1. Statistical Similarity Measure-Based Adaptive Outlier-Robust State Estimator With Applications.
- Author
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Bai, Mingming, Huang, Yulong, Zhang, Yonggang, and Chambers, Jonathon
- Subjects
- *
RANDOM matrices , *COST functions , *GAUSSIAN distribution , *PROBABILITY density function , *SYMMETRIC matrices - Abstract
This article presents an adaptive outlier-robust state estimator (AORSE) under the statistical similarity measures (SSMs) framework. Two SSMs are first proposed to evaluate the similarities between a pair of positive definite random matrices and between a pair of weighted random vectors, respectively. The AORSE is developed by maximizing a hybrid SSMs based cost function, wherein the posterior density function of the hidden state is assumed as a Gaussian distribution with the posterior covariance being approximately determined in a heuristic way. Simulation and experimental examples of moving-target tracking demonstrate the effectiveness of the proposed algorithm. [ABSTRACT FROM AUTHOR]
- Published
- 2022
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