IEEE - Institute of Electrical and Electronics Engineers, Inc. - Robust Rauch-Tung-Striebel Smoothing Framework for Heavy-tailed and/or Skew Noises

Author(s): Yulong Huang ; Yonggang Zhang ; Yuxin Zhao ; Lyudmila Mihaylova ; Jonathon Chambers
Publisher: IEEE - Institute of Electrical and Electronics Engineers, Inc.
Volume: PP
Page(s): 1
ISSN (CD): 2371-9877
ISSN (Electronic): 1557-9603
ISSN (Paper): 0018-9251
DOI: 10.1109/TAES.2019.2914520
Regular:

A novel robust Rauch-Tung-Striebel smoothing framework is proposed based on a generalized Gaussian scale mixture (GGScM) distribution for a linear state-space model with heavy-tailed and/or skew... View More

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