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Existing robust state estimation methods are generally unable to distinguish model uncertainties (state outliers) from measurement outliers as they only exploit the current measurement. In this article, the measurements in a sliding window are, therefore, utilized to better distinguish them, and an adaptive method is embedded, leading to a sliding window variational outlier-robust Kalman filter based on Student’s t-noise modeling. Target tracking simulations and experiments show that the tracking accuracy and consistency of the proposed filter are superior to those of the existing state-of-the-art outlier-robust methods thanks to the improved ability to identify the outliers but at a cost of greater computational burden. [ABSTRACT FROM AUTHOR]

In this paper, elliptically contoured (EC) distributions are used to model outlier-contaminated measurement noises. Exploiting a heuristic approach to introduce an unknown parameter, we present an analytical update form of the joint posterior probability density function of the state vector and auxiliary random variable, from which a novel robust EC distributions-based Kalman filtering framework is first derived. To illustrate the effectiveness of the proposed framework, the convergence, robustness, optimality and computational complexity analyses of the proposed method are then given. In addition, to cope with complex noise environments, the interaction multiple model is employed to achieve the adaptive selection of EC distributions such that well-behaved estimation performance can be obtained for different noise cases. Simulation results demonstrate the validity and superiority of the proposed algorithm. [ABSTRACT FROM AUTHOR]

To solve the problem of non-Gaussian distribution of measurement noise during the actual process of trajectory tracking when the mobile robot is performing tasks, a novel fuzzy adaptive extended Kalman filter exploiting the Student's t distribution for a robot path tracking is proposed. The distributions of process and measurement noise are modeled using the Student's t distribution. With the adaptive fuzzy controller, the adaptive factors are designed to adjust the covariance matrices of the process and measurement noises simultaneously, which optimize the posterior state and tracking accuracy. The simulation results show that the proposed algorithm has better accuracy and is more robust than existing state-of-the-art algorithms. [ABSTRACT FROM AUTHOR]

In this paper, an improved variational adaptive Kalman filter for cooperative localization with inaccurate prior information is proposed, in which the prior scale matrix of the one-step prediction error covariance matrix is adaptively estimated by using the expectation-maximization algorithm. A novel alternate iteration strategy is proposed to reduce the computational complexity of the proposed method. Convergence analysis and theoretical comparisons with the existing advanced adaptive Kalman filtering methods are also provided. Based on this, a new master-slave cooperative localization method is proposed. Lake experiment results of cooperative localization for autonomous underwater vehicles demonstrate the advantages of the proposed method over existing methods. Compared with the cutting-edge adaptive master-slave cooperative localization method, the proposed method has been improved by 22.52% in average localization error but no more than twice computational time is needed. [ABSTRACT FROM AUTHOR]

In this brief, an improved Kalman filter is proposed for a linear system with one-step randomly delayed measurement and unknown latency probability. The measurement likelihood function which is a weighted sum of two Gaussian distributions is transformed into an exponential multiplication form via importing a discrete Bernoulli random variable. Then, an hierarchical Gaussian form of the state-space model is established. Finally, an improved Kalman filter is deduced to estimate jointly the augmented state vector and the unknown parameters employing the variational Bayesian and state augmentation approaches. Simulation study indicates that the improved method has superior performance in estimation accuracy than the existing methods on the basis of accurate estimation of the unknown and time-varying latency probability. [ABSTRACT FROM AUTHOR]

To solve the problem of unknown noise covariance matrices inherent in the cooperative localization of autonomous underwater vehicles, a new adaptive extended Kalman filter is proposed. The predicted error covariance matrix and measurement noise covariance matrix are adaptively estimated based on an online expectation-maximization approach. Experimental results illustrate that, under the circumstances that are detailed in the paper, the proposed algorithm has better localization accuracy than existing state-of-the-art algorithms. [ABSTRACT FROM AUTHOR]

In this paper, we consider the sum secrecy rate maximization problem in multiuser multiple-input single-output (MU-MISO) systems in the presence of multiple energy harvesters (EHs) which also have potential to wire-tap the information users (IUs). To facilitate delivering secure information to the IUs and increase the total harvested energy by the EHs simultaneously, we optimize the transmit beamforming vectors to direct the information signals toward the IUs and artificial noise (AN) toward the EHs. We assume that each EH relies on itself to decode the information signal intended for an individual IU. Therefore, the corresponding problem is to maximize the worst-case sum secrecy rate under transmit power and energy harvesting constraints. The problem is optimally solved by transforming it into a convex iterative program using a change of variables, semi-definite relaxation (SDR), and linearization of quadratic terms. We prove that rank-one optimal solutions for the IUs beamforming covariance matrices can be obtained from the optimal relaxed unconstrained solution. Also, we provide three suboptimal solutions based on null space projection and power control of the beamforming vectors for the low and high harvested energy constrained regions. A special case of cooperative EHs in which the EHs can collaboratively cancel the signal of all IUs except the one they intend to eavesdrop is also investigated, and the optimal solution is derived in a comparable way as in noncooperative EHs case. Our simulation results reveal an understanding of how the tradeoff between the AN and information signal can jointly improve both the sum secrecy rate and the total harvested energy. We also show that, within the low total harvested energy region, the suboptimal solution in which the AN is projected in the null space of the IUs channels outperforms the suboptimal solution which ignores AN alignment at the IUs, and vice versa over the high total harvested energy region; and the suboptimal solution that combines both of them achieves close to optimal performance. [ABSTRACT FROM PUBLISHER]

In this paper, a new outlier-robust Student's t based Gaussian approximate filter is proposed to address the heavy-tailed process and measurement noises induced by the outlier measurements of velocity and range in cooperative localization of autonomous underwater vehicles (AUVs). The state vector, scale matrices, and degrees of freedom (DOF) parameters are jointly estimated based on the variational Bayesian approach by using the constructed Student's t based hierarchical Gaussian state-space model. The performances of the proposed filter and existing filters are tested in the cooperative localization of an AUV through a lake trial. Experimental results illustrate that the proposed filter has better localization accuracy and robustness than existing state-of-the-art outlier-robust filters. [ABSTRACT FROM PUBLISHER]

A novel robust Student's t-based Kalman filter is proposed by using the variational Bayesian approach, which provides a Gaussian approximation to the posterior distribution. Simulation results for a manoeuvring target tracking example illustrate that the proposed filter has smaller root mean square error and bias than existing filters. [ABSTRACT FROM PUBLISHER]

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. [ABSTRACT FROM AUTHOR]

In this letter, a robust Gaussian approximate (GA) fixed-interval smoother for nonlinear systems with heavy-tailed process and measurement noises is proposed. The process and measurement noises are modeled as stationary Student’s t distributions, and the state trajectory and noise parameters are inferred approximately based on the variational Bayesian (VB) approach. Simulation results show the efficiency and superiority of the proposed smoother as compared with existing smoothers. [ABSTRACT FROM PUBLISHER]