Adaptive filter for linear systems with generalized unknown disturbance in measurements

The paper presents the problem of state estimation of linear stochastic time-varying system with generalized unknown disturbance (GUD) existing in the measurements. Such GUD can reflect the effects of sensor bias, deception jamming, navigation bias and so on. An upper-bound filter (UBF) is designed for such systems, and its optimal parameters are derived so that the minimum upper-bounds filter (MUBF) is obtained. The simulation about tracking a target via a biased sensor shows the effectiveness of the proposed filter.