A novel robust IMM filter for jump Markov systems with heavy-tailed process and measurement noises
Chen Chen, Weidong Zhou, Lina Gao
Topics & Concepts
OutlierFilter (signal processing)Process (computing)Tracking (education)MathematicsJumpControl theory (sociology)State (computer science)Markov processFiltering problemInverse-Wishart distributionGaussianComputer scienceAlgorithmMarkov chainWishart distributionArtificial intelligenceFilter designStatisticsComputer visionMultivariate statisticsControl (management)Operating systemPedagogyPsychologyQuantum mechanicsPhysicsTarget Tracking and Data Fusion in Sensor NetworksUnderwater Acoustics ResearchMaritime Navigation and Safety