NDLI: Robust particle filter algorithms for one-step randomly delayed measurements and heavy-tailed noise

Content Provider	IET Digital Library
Author	Wang, Zongyuan Zhou, Weidong
Abstract	The development of particle filters for emerging data transmission applications is essential to address network-related issues. In this Letter, a robust particle filter algorithm for non-linear systems with one-step randomly delayed measurements and outlier corrupted measurement noise is investigated. To address the issue of measurement outliers, a Student's-t distribution is utilised to model the measurement noise. For the random delay uncertainties, a Bernoulli random variable is employed, based on which the likelihood function is transformed into an exponential multiplication form. The filter state estimation is obtained by Bayes's theorem and using variational Bayesian approach, the latent random variables and Bernoulli random variable are estimated together. The superior performance of the proposed method is verified through a typical example by comparison with existing particle filters that consider random measurement delay or heavy-tailed measurement noise.
Starting Page	899
Ending Page	901
Page Count	3
ISSN	00135194
Volume Number	56
e-ISSN	1350911X
Issue Number	Issue 17, Aug (2020)
Alternate Webpage(s)	https://digital-library.theiet.org/content/journals/el/56/17
Alternate Webpage(s)	https://digital-library.theiet.org/content/journals/10.1049/el.2020.1316
Journal	Electronics Letters
Publisher Date	2020-06-19
Access Restriction	Open
Rights Holder	© The Institution of Engineering and Technology
Subject Keyword	Bayes Method Bernoulli Random Variable Data Transmission Application Delay Filter State Estimation Filtering Method in Signal Processing Gaussian Noise Heavy-tailed Measurement Noise Heavy-tailed Noise Interpolation And Function Approximation Kalman Filter Latent Random Variables Linear System Measurement Outliers Network-related Issues Nonlinear System Numerical Analysis Outlier Corrupted Measurement Noise Particle Filter Random Delay Uncertainties Random Measurement Delay Robust Particle Filter Algorithm Signal Processing Theory State Estimation Statistics
Content Type	Text
Resource Type	Article
Subject	Electrical and Electronic Engineering

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