A variational Bayesian approach to robust sensor fusion based on Student-t distribution

@article{Zhu2013AVB,
  title={A variational Bayesian approach to robust sensor fusion based on Student-t distribution},
  author={Hao Zhu and Henry Leung and Zhongshi He},
  journal={Inf. Sci.},
  year={2013},
  volume={221},
  pages={201-214}
}
In this paper, a robust sensor fusion method is proposed where the measurement noise is modeled by a Student-t distribution. The Student-t distribution has a heavy tail compared to the Gaussian distribution and is robust to outliers. We formulate sensor fusion as a state space estimation problem in the Bayesian framework. Both batch and recursive variational Bayesian (VB) algorithms are developed to perform this non-Gaussian state space estimation problem to obtain the fusion results. Computer… CONTINUE READING

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