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A Novel Heavy-Tailed Mixture Distribution Based Robust Kalman Filter for Cooperative Localization

Mingming Bai, Yulong Huang, Yonggang Zhang, Feng Chen

2020IEEE Transactions on Industrial Informatics105 citationsDOI

Abstract

In cooperative localization for autonomous underwater vehicles (AUVs), the practical stochastic noise may be heavy-tailed, and nonstationary distributed because of acoustic speed variation, multipath effect of acoustic channel, and changeable underwater environment. To address such noise, a novel heavy-tailed mixture (HTM) distribution is first proposed in this article, and then expressed as a hierarchical Gaussian form by employing a categorical distributed auxiliary vector. Based on that, a novel HTM distribution based robust Kalman filter is proposed, where the one-step prediction, and measurement likelihood probability density functions are, respectively, modeled as an HTM distribution, and a Normal-Gamma-inverse Wishart distribution. The proposed filter is verified by a lake experiment about cooperative localization for AUVs. Compared with the cutting-edge filter, the proposed filter has been improved by 50.27% in localization error but no more than twice computational time is required.

Topics & Concepts

Inverse-Wishart distributionKalman filterAlgorithmComputer scienceMultipath propagationFilter (signal processing)Probability density functionGaussianWishart distributionInverse Gaussian distributionExtended Kalman filterNoise (video)Control theory (sociology)Distribution (mathematics)MathematicsEstimatorArtificial intelligenceComputer visionStatisticsMachine learningPhysicsControl (management)Mathematical analysisImage (mathematics)Multivariate statisticsQuantum mechanicsUnderwater Vehicles and Communication SystemsIndoor and Outdoor Localization TechnologiesUnderwater Acoustics Research
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