Outlier-robust Kalman filters with mixture correntropy
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Publication:2181396
DOI10.1016/j.jfranklin.2020.03.042zbMath1437.93137arXiv1907.00307OpenAlexW3015529084MaRDI QIDQ2181396
Publication date: 19 May 2020
Published in: Journal of the Franklin Institute (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1907.00307
Filtering in stochastic control theory (93E11) Sensitivity (robustness) (93B35) Nonlinear systems in control theory (93C10)
Related Items (6)
Robust stable iterated unscented Kalman filter based on maximum correntropy criterion ⋮ Mixture quantized error entropy for recursive least squares adaptive filtering ⋮ Robust adaptive unscented Kalman filter with gross error detection and identification for power system forecasting-aided state estimation ⋮ M-estimation based sparse grid quadrature filter and stochastic stability analysis ⋮ Switching Gaussian-heavy-tailed distribution based robust Gaussian approximate filter for INS/GNSS integration ⋮ Cauchy kernel-based maximum correntropy Kalman filter
Cites Work
- Maximum correntropy Kalman filter
- \(H_\infty\) filtering for nonlinear systems via neural networks
- Desensitized cubature Kalman filter with uncertain parameters
- Maximum correntropy unscented Kalman and information filters for non-Gaussian measurement noise
- Maximum correntropy criterion based sparse adaptive filtering algorithms for robust channel estimation under non-Gaussian environments
- Towards enhancing stacked extreme learning machine with sparse autoencoder by correntropy
- Square-root algorithms for maximum correntropy estimation of linear discrete-time systems in presence of non-Gaussian noise
- A robust classification framework with mixture correntropy
- Nonlinear stochastic position and attitude filter on the special Euclidean group 3
- Correntropy: Properties and Applications in Non-Gaussian Signal Processing
- Cubature Kalman Filters
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