Approximate estimators for linear systems with additive cauchy noises

Robert Fonod, Moshe Idan, Jason L. Speyer

Research output: Contribution to journalArticlepeer-review

Abstract

The recently published optimal Cauchy estimator poses practical implementation challenges due to its time-growing complexity. Alternatively, addressing impulsive measurement and process noises, while using common estimation approaches, requires heuristic schemes. Approximate methods, such as particle and Gaussian-sum filters, were suggested to tackle the estimation problem in a heavy-tailed-noise environment when constraining the computational load.Inthis paper, the performances ofaparticle filter and aGaussian-sum filter, designed foralinear system with specified Cauchy-noise parameters, are compared numerically to a Cauchy filter-based approximation showing the advantages of the latter.

Original languageEnglish
Pages (from-to)2820-2827
Number of pages8
JournalJournal of Guidance, Control, and Dynamics
Volume40
Issue number11
DOIs
StatePublished - Nov 2017

All Science Journal Classification (ASJC) codes

  • Control and Systems Engineering
  • Aerospace Engineering
  • Space and Planetary Science
  • Electrical and Electronic Engineering
  • Applied Mathematics

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