相关论文: Maximum Correntropy Unscented Filter

The paper presents a comparison of performance of two Kalman Filters: extended Kalman filter (EKF) and unscented Kalman filter (UKF) in a hybrid Bluetooth-Low-Energy-ultra-wideband (BLE-UWB) based localization system. In the system, the…

Few real-world systems are amenable to truly Bayesian filtering; nonlinearities and non-Gaussian noises can wreak havoc on filters that rely on linearization and Gaussian uncertainty approximations. This article presents the Bayesian…

The Kalman filter (KF) is used in a variety of applications for computing the posterior distribution of latent states in a state space model. The model requires a linear relationship between states and observations. Extensions to the Kalman…

The maximum correntropy criterion (MCC) methodology is recognized to be a robust filtering strategy with respect to outliers and shown to outperform the classical Kalman filter (KF) for estimation accuracy in the presence of non-Gaussian…

In this paper, we propose a non-parametric method for state estimation of high-dimensional nonlinear stochastic dynamical systems, which evolve according to gradient flows with isotropic diffusion. We combine diffusion maps, a manifold…

It is known that the conventional estimators such as extended Kalman filter (EKF) and unscented Kalman filter (UKF) may provide favorable performance; However, they may not guarantee the robustness against model uncertainty and cyber…

We use statistical learning methods to construct an adaptive state estimator for nonlinear stochastic systems. Optimal state estimation, in the form of a Kalman filter, requires knowledge of the system's process and measurement uncertainty.…

The filtering of a Markov diffusion process on a manifold from counting process observations leads to `large' changes in the conditional distribution upon an observed event, corresponding to a multiplication of the density by the intensity…

State estimation is critical to control systems, especially when the states cannot be directly measured. This paper presents an approximate optimal filter, which enables to use policy iteration technique to obtain the steady-state gain in…

An alternative approach to ultrasound computed tomography (USCT) for medical imaging is proposed, with the intent to (i) shorten acquisition time for devices with a large number of emitters, (ii) eliminate the calibration step, and (iii)…

Kalman filtering has been traditionally applied in three application areas of estimation, state estimation, parameter estimation (a.k.a. model updating), and dual estimation. However, Kalman filter is often not sufficient when experimenting…

This paper is concerned with the linear/nonlinear Kalman-like filtering problem under binary sensors. Since innovation represents new information in the sensor measurement and serves to correct the prediction for the Kalman-like filter…

This paper develops an underwater navigation solution that utilizes a strapdown inertial navigation system (SINS) and fuses a set of auxiliary sensors such as an acoustic positioning system, Doppler velocity log, depth meter, attitude…

As a well-established adaptation criterion, the maximum correntropy criterion (MCC) has been receiving increasing attention due to its robust against outliers. In this paper, a new complex recursive maximum correntropy (CRMC) algorithm…

The optimal fusion of estimates in a Distributed Kalman Filter (DKF) requires tracking of the complete network error covariance, problematic in terms of memory and communication. A scalable alternative is to fuse estimates under unknown…

This paper presents a manifold based Unscented Kalman Filter that applies a novel strategy for inertial, model-aiding and Acoustic Doppler Current Profiler (ADCP) measurement incorporation. The filter is capable of observing and utilizing…

In this paper, a new filter model called set-membership Kalman filter for nonlinear state estimation problems was designed, where both random and unknown but bounded uncertainties were considered simultaneously in the discrete-time system.…

Filtering is crucial in engineering fields, providing vital state estimation for control systems. However, the nonlinear nature of complex systems and the presence of non-Gaussian noises pose significant challenges to the performance of…

Tracking with bistatic radar measurements is challenging due to the fact that the measurements are nonlinear functions of the Cartesian state. The converted measurement Kalman filter (CMKF) converts the raw measurement into Cartesian…

Accurate state estimation of nonlinear dynamical systems is fundamental to modern aerospace operations across air, sea, and space domains. Online tracking of adversarial unmanned aerial vehicles (UAVs) is especially challenging due to agile…