Robust particle filtering with enhanced outlier resilience and real-time disturbance compensation

Abstract

This paper is concerned with the state estimation problem for nonlinear/non-Gaussian systems suffered from both time-varying disturbances (TVD) and measurement outliers. Conventional particle filtering (PF) approach can be used to track the non-Gaussian probability density functions, but its sampling efficiency is degraded in the presence TVD. To address this problem, we propose a disturbance observer based PF (DOBPF) method where the knowledge on the dynamics of TVD are fully exploited and real-time disturbance compensation is achieved. Furthermore, to enhance the resilience of our method against outliers, we adopt the skew-t distribution to characterize both skewness and heavy-tailedness of the measurement noise. On this basis, the variational Bayes approach is incorporated into the DOBPF under the marginalization PF framework to infer the noise statistics. Compared with conventional PF approaches, the proposed outlier-resilient DOBPF method exhibits improved resilience against measurement outliers and increased sampling efficiency in the presence of TVD. Simulation and experimental results confirm the effectiveness of the proposed algorithm.