2019/06/30 by Hongwei Wang, Wei Zhang, Wang, Hongwei +5
Computer Science · Engineering · Mathematics · #Advanced Adaptive Filtering Techniques #Algorithm #Applications (stat.AP) #Artificial intelligence #Computer science #Control theory (sociology) #Covariance #Extended Kalman filter #FOS: Computer and information sciences #Gaussian #Inertial Sensor and Navigation #Kalman filter #Mathematical optimization #Mathematics #Methodology (stat.ME) #Outlier #Robustness (evolution) #Statistics #Target Tracking and Data Fusion in Sensor Networks #stat.AP #stat.ME
paper · pdf · doi:10.48550/arxiv.1907.00307
published in arXiv (Cornell University) (Cornell University)
openalex publication_date 2019/06/30 · arxiv created 2020/04/28 · arxiv updated 2020/04/29 · openalex created_date 2025/10/10 · openalex updated_date 2026/08/08
We consider the robust filtering problem for a nonlinear state-space model with outliers in measurements. To improve the robustness of the traditional Kalman filtering algorithm, we propose in this work two robust filters based on mixture correntropy, especially the double-Gaussian mixture correntropy and Laplace-Gaussian mixture correntropy. We have formulated the robust filtering problem by adopting the mixture correntropy induced cost to replace the quadratic one in the conventional Kalman filter for measurement fitting errors. In addition, a tradeoff weight coefficient is introduced to make sure the proposed approaches can provide reasonable state estimates in scenarios where measurement fitting errors are small. The formulated robust filtering problems are iteratively solved by utilizing the cubature Kalman filtering framework with a reweighted measurement covariance. Numerical results show that the proposed methods can achieve a performance improvement over existing robust solutions.