Sequential maximum correntropy Kalman filtering
From MaRDI portal
Publication:6563304
DOI10.1002/ASJC.1865MaRDI QIDQ6563304FDOQ6563304
Authors: M. V. Kulikova 
Publication date: 27 June 2024
Published in: Asian Journal of Control (Search for Journal in Brave)
Recommendations
- Square-root algorithms for maximum correntropy estimation of linear discrete-time systems in presence of non-Gaussian noise
- Maximum correntropy Kalman filter
- Maximum correntropy unscented Kalman and information filters for non-Gaussian measurement noise
- Robust maximum correntropy Kalman filter
- Novel iterative cubature Kalman filters under maximum correntropy criterion for the robust state estimation
Cites Work
- Correntropy: Properties and Applications in Non-Gaussian Signal Processing
- Factorization methods for discrete sequential estimation
- Information theoretic learning. Renyi's entropy and kernel perspectives
- Title not available (Why is that?)
- Kalman filtering. Theory and practice with MATLAB
- Distributing the Kalman Filter for Large-Scale Systems
- Data-driven modeling and scientific computation. Methods for complex systems and big data
- Maximum correntropy criterion based sparse adaptive filtering algorithms for robust channel estimation under non-Gaussian environments
- Correntropy as a novel measure for nonlinearity tests
- Estimation of high-dimensional prior and posterior covariance matrices in Kalman filter vari\-ants
- Extension of square-root filtering to include process noise
- New square-root algorithms for Kalman filtering
- Maximum likelihood estimation of linear stochastic systems in the class of sequential square-root orthogonal filtering methods
- Maximum correntropy Kalman filter
- Generalized Kalman smoothing: modeling and algorithms
- A square root formulation of the Kalman covariance equations.
- On scalarized calculation of the likelihood function in array square-root filtering algorithms
- On Effective Computation of the Logarithm of the Likelihood Ratio Function for Gaussian Signals
- Optimal Whitening and Decorrelation
- Square-root algorithms for maximum correntropy estimation of linear discrete-time systems in presence of non-Gaussian noise
- Critical Issues on Kalman Filter with Colored and Correlated System Noises
- Kalman Filter Implementation With Improved Numerical Properties
Cited In (5)
- Distributed state estimation through co-acting Kalman filters
- Improved maximum correntropy cubature Kalman and information filters with application to target tracking under non-Gaussian noise
- Maximum-correntropy-based sequential method for fast neural population activity reconstruction in the cortex from incomplete abnormally-disturbed noisy measurements
- Novel iterative cubature Kalman filters under maximum correntropy criterion for the robust state estimation
- Robust maximum correntropy Kalman filter
This page was built for publication: Sequential maximum correntropy Kalman filtering
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6563304)
