Abstract
This paper is concerned with sigmapoint methods for filtering in nonlinear systems, where the process and measurement noise are heavy tailed and enter the system nonadditively. The problem is approached within the framework of assumed density filtering and the necessary statistics are approximated using sigmapoint methods developed for Student’s tdistribution. This leads to UKF/CKFtype of filters for Student’s tdistribution. Four different sigmapoint methods are considered that compute exact expectations of polynomials for orders up to 3, 5, 7, and 9, respectively. The resulting algorithms are evaluated in a simulation example and real data from a pedestrian
deadreckoning experiment. In the simulation experiment the nonlinear Student’s t filters are found to be faster in suppressing large errors in the state estimates in comparison to the UKF when filtering in nonlinear Gaussian systems with outliers in process and measurement noise. In the pedestrian deadreckoning experiment the sigmapoint Student’s t filter was found to yield better loop closure and path length estimates as well as significantly improved robustness towards extreme accelerometer measurement spikes.
deadreckoning experiment. In the simulation experiment the nonlinear Student’s t filters are found to be faster in suppressing large errors in the state estimates in comparison to the UKF when filtering in nonlinear Gaussian systems with outliers in process and measurement noise. In the pedestrian deadreckoning experiment the sigmapoint Student’s t filter was found to yield better loop closure and path length estimates as well as significantly improved robustness towards extreme accelerometer measurement spikes.
Original language  English 

Title of host publication  Proceedings of the 19th International Conference on Information Fusion, FUSION 2016 
Publisher  IEEE 
Pages  1859  1866 
ISBN (Electronic)  9780996452748 
Publication status  Published  5 Jul 2016 
MoE publication type  A4 Article in a conference publication 
Event  International Conference on Information Fusion  Heidelberg, Germany Duration: 5 Jul 2016 → 8 Jul 2016 Conference number: 19 http://fusion2016.org/Main_Page 
Conference
Conference  International Conference on Information Fusion 

Abbreviated title  FUSION 
Country  Germany 
City  Heidelberg 
Period  05/07/2016 → 08/07/2016 
Internet address 
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Prizes

Tammy L. Blair Best Student Paper Award, First RunnerUp
Tronarp, F. (Recipient), Hostettler, R. (Recipient) & Särkkä, Simo (Recipient), 7 Jul 2016
Prize: Award or honor granted for a specific work
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