Maximum Correntropy Kalman Filter With State Constraints

Maximum Correntropy Kalman Filter With State Constraints

For linear systems, the original Kalman filter under the minimum mean square error (MMSE) criterion is an optimal filter under a Gaussian assumption. However, when the signals follow non-Gaussian distributions, the performance of this filter deteriorates significantly. An efficient way to solve this...

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Bibliographic Details
Main Authors: Xi Liu, Badong Chen, Haiquan Zhao, Jing Qin, Jiuwen Cao
Format: Article
Language:English
Published: IEEE 2017-01-01
Series:IEEE Access
Subjects:
Kalman filter
robust estimation
maximum correntropy criterion (MCC)
state constraints
Online Access:https://ieeexplore.ieee.org/document/8094856/

Internet

https://ieeexplore.ieee.org/document/8094856/

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