Square-root algorithms for maximum correntropy estimation of linear discrete-time systems in presence of non-Gaussian noise
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TLDR
This paper explores the numerical stability of linear filtering technique proposed recently under the MCC approach and develops the maximum correntropy criterion Kalman filter (MCC-KF), which possesses a better estimation quality with the reduced computational cost compared with the previously proposed MCC-F variant.About:
This article is published in Systems & Control Letters.The article was published on 2017-10-01 and is currently open access. It has received 62 citations till now. The article focuses on the topics: Kalman filter & Gaussian noise.read more
Citations
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Journal ArticleDOI
Minimum Error Entropy Kalman Filter
TL;DR: This paper develops a new Kalman-type filter, called minimum error entropy Kalman filter (MEE-KF), by using the minimum error Entropy criterion instead of the MMSE or MCC, which is also an online algorithm with recursive process.
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Maximum correntropy square-root cubature Kalman filter with application to SINS/GPS integrated systems.
TL;DR: The maximum correntropy criterion (MCC) is utilized to improve the robust performance instead of traditional minimum mean square error (MMSE) criterion, and a new square-root nonlinear filter is proposed in this study, named as the maximum Correntropysquare-root cubature Kalman filter (MCSCKF).
Journal ArticleDOI
Kalman filter for mobile-robot attitude estimation: Novel optimized and adaptive solutions
TL;DR: Two novel approaches to estimate accurately mobile robot attitudes based on the fusion of low-cost accelerometers and gyroscopes are proposed and a novel adaptive Kalman filter structure is introduced that modifies the noise covariance values according to the system dynamics.
Journal ArticleDOI
Distributed filtering based on Cauchy-kernel-based maximum correntropy subject to randomly occurring cyber-attacks
TL;DR: In this article, a weighted Cauchy kernel-based maximum correntropy criterion instead of the traditional minimum variance is put forward to evaluate the filtering performance against non-Gaussian noises as well as cyber-attacks.
Journal ArticleDOI
Distributed filtering based on Cauchy-kernel-based maximum correntropy subject to randomly occurring cyber-attacks
TL;DR: In this paper , a weighted Cauchy kernel-based maximum correntropy criterion instead of the traditional minimum variance is put forward to evaluate the filtering performance against non-Gaussian noises as well as cyber-attacks.
References
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Book
Optimal State Estimation: Kalman, H Infinity, and Nonlinear Approaches
TL;DR: With its expert blend of theory and practice, coupled with its presentation of recent research results, Optimal State Estimation is strongly recommended for undergraduate and graduate-level courses in optimal control and state estimation theory.
BookDOI
Optimal State Estimation Kalman, Hoo and Nonlinear Approches
TL;DR: This is a list of errors in the book Optimal State Estimation, John Wiley & Sons, 2006.
Book
Kalman Filtering: Theory and Practice Using MATLAB
TL;DR: Kalman Filtering: Theory and Practice Using MATLAB, Fourth Edition is an ideal textbook in advanced undergraduate and beginning graduate courses in stochastic processes and Kalman filtering and appropriate for self-instruction or review by practicing engineers and scientists who want to learn more about this important topic.