Fixed-structure Gaussian Mixture Filtering with Robust Measurement Updates under Outliers

Abstract

Bayesian state estimation for discrete-time nonlinear stochastic systems is considered in the presence of measurement outliers. Building on a fixed-structure Gaussian mixture filtering framework, this paper proposes a robust measurement-update variant in which the predictive density structure is determined by an offline decomposition of the transition density into axis-aligned Gaussian components. This construction maintains the Gaussian mixture structure as deterministic and tunable via the chosen decomposition fidelity. Measurement components affected by outliers are modeled using a Student's-t distribution, and the corresponding update of each Gaussian mixture component is approximated by a variational Bayes procedure. The resulting filter is evaluated in a three-dimensional tracking scenario with range and bearing measurements, where the bearing channel is affected by outliers, modeled as heavy-tailed noise.