A novel robust filtering strategy for systems with Non-Gaussian noises

Abstract For estimating the states of moving targets in the nonlinear system with non-Gaussian noise, the combination of Gaussian Sum Filter (GSF) and other nonlinear filters has been chosen as the filtering algorithm conventionally. The Smooth Variable Structure Filter (SVSF) is a new predictor-corrector method used for state and parameter estimation, which has good stability and robustness. In this paper we propose a new strategy called the modified GS-EKF-SVSF, which inherits good robustness of Gaussian Sum and Smooth Variable Structure Filter (GS-SVSF) and high accuracy of Gaussian Sum and Extended Kalman Filter (GS-EKF). A nonlinear system with non-Gaussian noise for target tracking is used to test the proposed new strategy. The simulation results demonstrate that our proposed strategy has higher accuracy and better robustness when there are modelling uncertainties existing in the system.