This article derives a nonlinear regression Huber-based divided difference filtering algorithm using a nonlinear regression approach for dynamic state estimation problems with non-Gaussian noises and outliers. In this approach, the nonlinear measurement model is directly used without linear or statistically linear approximation and the Huber-based divided difference filtering problem is solved using a Gauss–Newton approach. This new proposed filter method is then applied to a benchmark problem of estimating the trajectory of an entry body from discrete-time range data measured by a radar tracking station. Simulation results demonstrate the superior performance of the proposed filter as compared to the previous filter algorithms in the presence of non-Gaussian uncertainties.


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    Title :

    Nonlinear regression Huber-based divided difference filtering


    Contributors:
    Li, Wei (author) / Liu, Meihong (author)


    Publication date :

    2017-04-01


    Size :

    10 pages




    Type of media :

    Article (Journal)


    Type of material :

    Electronic Resource


    Language :

    English





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