NDLI: Huber-based Unscented Kalman Filters with the q-gradient

Content Provider	IET Digital Library
Author	Wang, Shiyuan Zhang, Wenjie Yin, Chao Feng, Yali
Abstract	This study presents the Huber-based unscented Kalman filters with the q-gradient (HUKF-Q). As an extension of the classical gradient vector based on the concept of Jackson's derivative, the q-gradient can be utilised to improve the optimisation performance of the Huber method, significantly. Combining the Huber method based on the q-gradient into state estimation based on the unscented transformation, generates the novel HUKF-Q. The Cramér–Rao lower bound is introduced as a performance measure metric. Compared with the conventional HUKF, the proposed HUKF-Q can achieve better filtering accuracy and robustness. In addition, the impact of the tuning parameter q on the filtering performance is discussed by simulations. Simulations on the two examples of univariate non-stationary growth model and bearings only tracking model, confirm the superior performance of the proposed HUKF-Q.
Starting Page	380
Ending Page	387
Page Count	8
ISSN	17518822
Volume Number	11
e-ISSN	17518830
Issue Number	Issue 4, Jul (2017)
Alternate Webpage(s)	https://digital-library.theiet.org/content/journals/iet-smt/11/4
Alternate Webpage(s)	https://digital-library.theiet.org/content/journals/10.1049/iet-smt.2016.0308
Journal	IET Science, Measurement & Technology
Publisher Date	2017-01-12
Access Restriction	Open
Rights Holder	© The Institution of Engineering and Technology
Subject Keyword	Bearings Only Tracking Model Cramér-Rao Lower Bound Filtering Method in Signal Processing Gradient Method Huber-based Unscented Kalman Filter HUKF-Q Interpolation And Function Approximation Jackson Derivative Kalman Filter Linear Algebra Nonlinear Filter Numerical Analysis Optimisation Optimisation Technique Q-gradient Vector Signal Processing Theory State Estimation Univariate Nonstationary Growth Model Unscented Transformation Vector
Content Type	Text
Resource Type	Article
Subject	Atomic and Molecular Physics, and Optics Electrical and Electronic Engineering

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1	Ministry of Education (GoI), Department of Higher Education	Sanctioning Authority	https://www.education.gov.in/ict-initiatives
2	Indian Institute of Technology Kharagpur	Host Institute of the Project: The host institute of the project is responsible for providing infrastructure support and hosting the project	https://www.iitkgp.ac.in
3	National Digital Library of India Office, Indian Institute of Technology Kharagpur	The administrative and infrastructural headquarters of the project	Dr. B. Sutradhar bsutra@ndl.gov.in
4	Project PI / Joint PI	Principal Investigator and Joint Principal Investigators of the project	Dr. B. Sutradhar bsutra@ndl.gov.in Prof. Saswat Chakrabarti will be added soon
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