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Bayesian filtering for nonlinear state-space models in symmetric alpha-stable measurment noise
dc.contributor.author | Vila Valls, Jordi |
dc.contributor.author | Fernández Prades, Carlos |
dc.contributor.author | Closas Gómez, Pau |
dc.contributor.author | Fernández Rubio, Juan Antonio |
dc.contributor.other | Universitat Politècnica de Catalunya. Departament de Teoria del Senyal i Comunicacions |
dc.date.accessioned | 2011-11-08T12:23:19Z |
dc.date.available | 2011-11-08T12:23:19Z |
dc.date.created | 2011 |
dc.date.issued | 2011 |
dc.identifier.citation | Vila, 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.identifier.uri | http://hdl.handle.net/2117/13816 |
dc.description.abstract | Bayesian 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.extent | 5 p. |
dc.language.iso | eng |
dc.subject | Àrees temàtiques de la UPC::Enginyeria de la telecomunicació::Processament del senyal |
dc.subject.lcsh | Bayesian filtering problem |
dc.title | Bayesian filtering for nonlinear state-space models in symmetric alpha-stable measurment noise |
dc.type | Conference report |
dc.contributor.group | Universitat Politècnica de Catalunya. SPCOM - Grup de Recerca de Processament del Senyal i Comunicacions |
dc.description.peerreviewed | Peer Reviewed |
dc.relation.publisherversion | http://www.eurasip.org/Proceedings/Eusipco/Eusipco2011/papers/1569427609.pdf |
dc.rights.access | Open Access |
local.identifier.drac | 7729592 |
dc.description.version | Postprint (published version) |
local.citation.author | Vila, J.; Fernandez, C.; Closas, P.; Fernandez, J. |
local.citation.contributor | European Signal Processing Conference |
local.citation.publicationName | 2011 EUSIPCO - 19th European Signal Processing Conferenc |
local.citation.startingPage | 674 |
local.citation.endingPage | 678 |