A Gaussian mixture regression model based adaptive filter for non-Gaussian noise without a priori statistic

doi:10.1016/j.sigpro.2021.108314

NTSC-IR > 量子频标研究室

	A Gaussian mixture regression model based adaptive filter for non-Gaussian noise without a priori statistic
	Cui, Haoran 1; Wang, Xiaoxu 1; Gao, Shuaihe 1,2; Li, Tiancheng 1
	2022
发表期刊	SIGNAL PROCESSING
ISSN	0165-1684
卷号	190 页码:13
摘要	In many engineering systems, the distribution of measurement noise is unknown and non-Gaussian, such as skewed, multimodal, time-varying distributions and we can not obtain these prior statistics in advance. How to achieve state estimation via this kind of non-Gaussian measurement noises without prior statistic information is a challenging problem. In this paper, a novel Gaussian mixture regression model (GMRM) is proposed to model the unknown non-Gaussian measurement likelihood for Bayesian update to achieve nonlinear state estimation. Without any prior assumption or limitation of measurement noises' statistics and distributions, the GMRM can still describe the measurement likelihood accurately based on a group of parameters which are adjusted by maximizing the evidence lower bound. Based on the optimized GMRM, a new variational Bayesian Gaussian mixture filter is proposed by using the variational Bayesian approach. To eliminate the influence of the initialization of the introduced parameters, a learning scheme is proposed to adaptively optimize their hyper-parameters based on the historical measurements. Finally, simulation examples are employed to illustrate the effectiveness of the filter. (c) 2021 Elsevier B.V. All rights reserved.
关键词	Nonlinear adaptive filter Unknown and non-Gaussian noises Variational Bayesian Gaussian mixture model
资助者	National Natural Science Foundation of China ; National Natural Science Foundation of China ; Shaanxi Natural Science Foundation of China ; Shaanxi Natural Science Foundation of China ; Aviation Science Foundation of China ; Aviation Science Foundation of China ; Fundamental Research Funds for Central Universities ; Fundamental Research Funds for Central Universities ; National Key Research and Development Program of China ; National Key Research and Development Program of China ; Equipment Pre-research Foundation ; Equipment Pre-research Foundation ; National Natural Science Foundation of China ; National Natural Science Foundation of China ; Shaanxi Natural Science Foundation of China ; Shaanxi Natural Science Foundation of China ; Aviation Science Foundation of China ; Aviation Science Foundation of China ; Fundamental Research Funds for Central Universities ; Fundamental Research Funds for Central Universities ; National Key Research and Development Program of China ; National Key Research and Development Program of China ; Equipment Pre-research Foundation ; Equipment Pre-research Foundation ; National Natural Science Foundation of China ; National Natural Science Foundation of China ; Shaanxi Natural Science Foundation of China ; Shaanxi Natural Science Foundation of China ; Aviation Science Foundation of China ; Aviation Science Foundation of China ; Fundamental Research Funds for Central Universities ; Fundamental Research Funds for Central Universities ; National Key Research and Development Program of China ; National Key Research and Development Program of China ; Equipment Pre-research Foundation ; Equipment Pre-research Foundation ; National Natural Science Foundation of China ; National Natural Science Foundation of China ; Shaanxi Natural Science Foundation of China ; Shaanxi Natural Science Foundation of China ; Aviation Science Foundation of China ; Aviation Science Foundation of China ; Fundamental Research Funds for Central Universities ; Fundamental Research Funds for Central Universities ; National Key Research and Development Program of China ; National Key Research and Development Program of China ; Equipment Pre-research Foundation ; Equipment Pre-research Foundation
DOI	10.1016/j.sigpro.2021.108314
关键词[WOS]	SYSTEM
语种	英语
资助项目	National Natural Science Foundation of China[61873208] ; National Natural Science Foundation of China[61573287] ; National Natural Science Foundation of China[61203234] ; National Natural Science Foundation of China[61135001] ; National Natural Science Foundation of China[61374023] ; Shaanxi Natural Science Foundation of China[2017JM6006] ; Aviation Science Foundation of China[2016ZC53018] ; Fundamental Research Funds for Central Universities[3102017jghk02009] ; National Key Research and Development Program of China[H8634001AA0406] ; Equipment Pre-research Foundation[2017-HT-XG]
资助者	National Natural Science Foundation of China ; National Natural Science Foundation of China ; Shaanxi Natural Science Foundation of China ; Shaanxi Natural Science Foundation of China ; Aviation Science Foundation of China ; Aviation Science Foundation of China ; Fundamental Research Funds for Central Universities ; Fundamental Research Funds for Central Universities ; National Key Research and Development Program of China ; National Key Research and Development Program of China ; Equipment Pre-research Foundation ; Equipment Pre-research Foundation ; National Natural Science Foundation of China ; National Natural Science Foundation of China ; Shaanxi Natural Science Foundation of China ; Shaanxi Natural Science Foundation of China ; Aviation Science Foundation of China ; Aviation Science Foundation of China ; Fundamental Research Funds for Central Universities ; Fundamental Research Funds for Central Universities ; National Key Research and Development Program of China ; National Key Research and Development Program of China ; Equipment Pre-research Foundation ; Equipment Pre-research Foundation ; National Natural Science Foundation of China ; National Natural Science Foundation of China ; Shaanxi Natural Science Foundation of China ; Shaanxi Natural Science Foundation of China ; Aviation Science Foundation of China ; Aviation Science Foundation of China ; Fundamental Research Funds for Central Universities ; Fundamental Research Funds for Central Universities ; National Key Research and Development Program of China ; National Key Research and Development Program of China ; Equipment Pre-research Foundation ; Equipment Pre-research Foundation ; National Natural Science Foundation of China ; National Natural Science Foundation of China ; Shaanxi Natural Science Foundation of China ; Shaanxi Natural Science Foundation of China ; Aviation Science Foundation of China ; Aviation Science Foundation of China ; Fundamental Research Funds for Central Universities ; Fundamental Research Funds for Central Universities ; National Key Research and Development Program of China ; National Key Research and Development Program of China ; Equipment Pre-research Foundation ; Equipment Pre-research Foundation
WOS研究方向	Engineering
WOS类目	Engineering, Electrical & Electronic
WOS记录号	WOS:000704396500008
出版者	ELSEVIER
引用统计
文献类型	期刊论文
条目标识符	http://210.72.145.45/handle/361003/10235
专题	量子频标研究室
通讯作者	Wang, Xiaoxu
作者单位	1.Northwestern Polytech Univ, Dept Automat, Xian 710072, Peoples R China 2.Chinese Acad Sci, Natl Time Serv Ctr, Beijing, Peoples R China
推荐引用方式 GB/T 7714	Cui, Haoran,Wang, Xiaoxu,Gao, Shuaihe,et al. A Gaussian mixture regression model based adaptive filter for non-Gaussian noise without a priori statistic[J]. SIGNAL PROCESSING,2022,190:13.
APA	Cui, Haoran,Wang, Xiaoxu,Gao, Shuaihe,&Li, Tiancheng.(2022).A Gaussian mixture regression model based adaptive filter for non-Gaussian noise without a priori statistic.SIGNAL PROCESSING,190,13.
MLA	Cui, Haoran,et al."A Gaussian mixture regression model based adaptive filter for non-Gaussian noise without a priori statistic".SIGNAL PROCESSING 190(2022):13.