Skew t Distribution-Based Nonlinear Filter with Asymmetric Measurement Noise Using Variational Bayesian Inference

This paper is focused on the state estimation problem for nonlinear systems with unknown statistics of measurement noise.Based on the cubature Kalman filter,we propose a new nonlinear filtering algorithm that employs a skew t distribution to characterize the asymmetry of the measurement noise.The system states and the statistics of skew t noise distribution,including the shape matrix,the scale matrix,and the degree of freedom(DOF)are estimated jointly by employing variational Bayesian(VB)inference.The proposed method is validated in a target tracking example.Results of the simulation indicate that the proposed nonlinear filter can perform satisfactorily in the presence of unknown statistics of measurement noise and outperform than the existing state-of-the-art nonlinear filters.

Adaptive Fault Estimation for Dynamics of High Speed Train Based on Robust UKF Algorithm

This paper proposes an adaptive unscented Kalman filter algorithm(ARUKF)to implement fault estimation for the dynamics of high⁃speed train(HST)with measurement uncertainty and time⁃varying noise with unknown statistics.Firstly,regarding the actuator and sensor fault as the auxiliary variables of the dynamics of HST,an augmented system is established,and the fault estimation problem for dynamics of HST is formulated as the state estimation of the augmented system.Then,considering the measurement uncertainties,a robust lower bound is proposed to modify the update of the UKF to decrease the influence of measurement uncertainty on the filtering accuracy.Further,considering the unknown time⁃varying noise of the dynamics of HST,an adaptive UKF algorithm based on moving window is proposed to estimate the time⁃varying noise so that accurate concurrent actuator and sensor fault estimations of dynamics of HST is implemented.Finally,a five-car model of HST is given to show the effectiveness of this method.

Residual-driven Fuzzy C-Means Clustering for Image Segmentation

In this paper,we elaborate on residual-driven Fuzzy C-Means(FCM)for image segmentation,which is the first approach that realizes accurate residual(noise/outliers)estimation and enables noise-free image to participate in clustering.We propose a residual-driven FCM framework by integrating into FCM a residual-related regularization term derived from the distribution characteristic of different types of noise.Built on this framework,a weighted?2-norm regularization term is presented by weighting mixed noise distribution,thus resulting in a universal residual-driven FCM algorithm in presence of mixed or unknown noise.Besides,with the constraint of spatial information,the residual estimation becomes more reliable than that only considering an observed image itself.Supporting experiments on synthetic,medical,and real-world images are conducted.The results demonstrate the superior effectiveness and efficiency of the proposed algorithm over its peers.