Sequential maximum correntropy Kalman filtering
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Publication:6563304
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Cites work
- scientific article; zbMATH DE number 3278065 (Why is no real title available?)
- A square root formulation of the Kalman covariance equations.
- Correntropy as a novel measure for nonlinearity tests
- Correntropy: Properties and Applications in Non-Gaussian Signal Processing
- Critical Issues on Kalman Filter with Colored and Correlated System Noises
- Data-driven modeling and scientific computation. Methods for complex systems and big data
- Distributing the Kalman Filter for Large-Scale Systems
- Estimation of high-dimensional prior and posterior covariance matrices in Kalman filter vari\-ants
- Extension of square-root filtering to include process noise
- Factorization methods for discrete sequential estimation
- Generalized Kalman smoothing: modeling and algorithms
- Information theoretic learning. Renyi's entropy and kernel perspectives
- Kalman Filter Implementation With Improved Numerical Properties
- Kalman filtering. Theory and practice with MATLAB
- Maximum correntropy Kalman filter
- Maximum correntropy criterion based sparse adaptive filtering algorithms for robust channel estimation under non-Gaussian environments
- Maximum likelihood estimation of linear stochastic systems in the class of sequential square-root orthogonal filtering methods
- New square-root algorithms for Kalman filtering
- On Effective Computation of the Logarithm of the Likelihood Ratio Function for Gaussian Signals
- On scalarized calculation of the likelihood function in array square-root filtering algorithms
- Optimal Whitening and Decorrelation
- Square-root algorithms for maximum correntropy estimation of linear discrete-time systems in presence of non-Gaussian noise
Cited in
(5)- Maximum-correntropy-based sequential method for fast neural population activity reconstruction in the cortex from incomplete abnormally-disturbed noisy measurements
- Improved maximum correntropy cubature Kalman and information filters with application to target tracking under non-Gaussian noise
- Distributed state estimation through co-acting Kalman filters
- Novel iterative cubature Kalman filters under maximum correntropy criterion for the robust state estimation
- Robust maximum correntropy Kalman filter
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