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dc.contributor.authorVila Valls, Jordi
dc.contributor.authorFernández Prades, Carlos
dc.contributor.authorClosas Gómez, Pau
dc.contributor.authorFernández Rubio, Juan Antonio
dc.contributor.otherUniversitat Politècnica de Catalunya. Departament de Teoria del Senyal i Comunicacions
dc.identifier.citationVila, J. [et al.]. Bayesian filtering for nonlinear state-space models in symmetric alpha-stable measurment noise. A: European Signal Processing Conference. "2011 EUSIPCO - 19th European Signal Processing Conferenc". 2011, p. 674-678.
dc.description.abstractBayesian ltering appears in many signal processing problems,reason why it attracted the attention of many researchers to develop efficient algorithms, yet computationally a ordable. In many real systems, it is appropriate to consider α-stable noise distributions to model possible outliers or impulsive behavior in the measurements. In this paper, we consider a nonlinear state-space model with Gaussian process noise and symmetric α-stable measurement noise. To obtain a robust estimation framework we consider that both process and measurement noise statistics are unknown. Using the product property of α-stable distributions we rewrite the measurement noise in a conditionally Gaussian form. Within this framework, we propose an hybrid sigma-point/Monte Carlo approach to solve the Bayesian ltering problem, what leads to a robust method against both outliers and a weak knowledge of the system.
dc.format.extent5 p.
dc.subjectÀrees temàtiques de la UPC::Enginyeria de la telecomunicació::Processament del senyal
dc.subject.lcshBayesian filtering problem
dc.titleBayesian filtering for nonlinear state-space models in symmetric alpha-stable measurment noise
dc.typeConference report
dc.contributor.groupUniversitat Politècnica de Catalunya. SPCOM - Grup de Recerca de Processament del Senyal i Comunicacions
dc.description.peerreviewedPeer Reviewed
dc.rights.accessOpen Access
dc.description.versionPostprint (published version)
local.citation.authorVila, J.; Fernandez, C.; Closas, P.; Fernandez, J.
local.citation.contributorEuropean Signal Processing Conference
local.citation.publicationName2011 EUSIPCO - 19th European Signal Processing Conferenc

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