© The Institution of Engineering and Technology
In this study, the newly derived Student's t based Kalman filter (STKF) is rederived from Bayesian maximum a posterior perspective for linear systems with heavytailed measurement noises. This rederivation reveals that the STKF is an Mestimator with Cauchy function as the robust cost function. The presented rederivation can also be used as the unified procedure to derive robust Kalmantype filters by assuming the likelihood probability density function to be elliptical distributions.
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