Maximum Correntropy Kalman Filtering for Non-Gaussian Systems With State Saturations and Stochastic Nonlinearities
Sign Up to like & getrecommendations! Published in 2023 at "IEEE/CAA Journal of Automatica Sinica"
DOI: 10.1109/jas.2023.123195
Abstract: This paper tackles the maximum correntropy Kalman filtering problem for discrete time-varying non-Gaussian systems subject to state saturations and stochastic nonlinearities. The stochastic nonlinearities, which take the form of state-multiplicative noises, are introduced in systems… read more here.
Keywords: state; kalman filtering; non gaussian; correntropy kalman ... See more keywords
Multi-Kernel Maximum Correntropy Kalman Filter
Sign Up to like & getrecommendations! Published in 2022 at "IEEE Control Systems Letters"
DOI: 10.1109/lcsys.2021.3114137
Abstract: Maximum correntropy criterion (MCC) has been widely used in Kalman filter to cope with heavy-tailed measurement noises. However, its performance on mitigating non-Gaussian process noises and unknown disturbance is rarely explored. In this letter, we… read more here.
Keywords: correntropy kalman; kalman filter; kernel maximum; multi kernel ... See more keywords