相关论文: Covariance Matching based robust Adaptive Cubature…

In this article, a robust ensemble Kalman filter (EnKF) called MC-EnKF is proposed for nonlinear state-space model to deal with filtering problems with non-Gaussian observation noises. Our MC-EnKF is derived based on maximum correntropy…

This paper studies multiplicative inflation: the complementary scaling of the state covariance in the ensemble Kalman filter (EnKF). Firstly, error sources in the EnKF are catalogued and discussed in relation to inflation; nonlinearity is…

This paper develops an efficient implementation of the ensemble Kalman filter based on a modified Cholesky decomposition for inverse covariance matrix estimation. This implementation is named EnKF-MC. Background errors corresponding to…

Sequential Bayesian filters in non-linear dynamic systems require the recursive estimation of the predictive and posterior distributions. This paper introduces a Bayesian filter called the adaptive kernel Kalman filter (AKKF). With this…

A novel approach for vehicle tracking using a hybrid adaptive Kalman filter is proposed. The filter utilizes recurrent neural networks to learn the vehicle's geometrical and kinematic features, which are then used in a supervised learning…

We present the collaborative Kalman filter (CKF), a dynamic model for collaborative filtering and related factorization models. Using the matrix factorization approach to collaborative filtering, the CKF accounts for time evolution by…

As one of the most advanced variants in the correntropy family, the multi-kernel correntropy criterion demonstrates superior accuracy in handling non-Gaussian noise, particularly with multimodal distributions. However, current approaches…

This technical note is aimed to derive the Chandrasekhar-type recursion for the maximum correntropy criterion (MCC) Kalman filtering (KF). For the classical KF, the first Chandrasekhar difference equation was proposed at the beginning of…

Aimed at solving the problem of Attitude and Heading Reference System(AHRS) in the complex and dynamic conditions for small-UAV, An intelligent Singular Value Decomposition Cubature Kalman Filter(SVDCKF) combined with the Variable Adaptive…

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…

Driven by the filtering challenges in linear systems disturbed by non-Gaussian heavy-tailed noise, the robust Kalman filters (RKFs) leveraging diverse heavy-tailed distributions have been introduced. However, the RKFs rely on precise noise…

Recent developments in the realm of state estimation of stochastic dynamic systems in the presence of non-Gaussian noise have induced a new methodology called the maximum correntropy filtering. The filters designed under the maximum…

Attitude estimation is crucial in aerospace engineering, robotics, and virtual reality applications, but faces difficulties due to nonlinear system dynamics and sensor limitations. This paper addresses the challenge of attitude estimation…

We introduce cooperative sequential state space estimation in the domain of augmented complex statistics, whereby nodes in a network collaborate locally to estimate noncircular complex signals. For rigour, a distributed augmented (widely…

This article introduces a new algorithm for nonlinear state estimation based on deterministic sigma point and EKF linearized framework for priori mean and covariance respectively. This method reduces the computation cost of UKF about 50%…

Uncertain parameters of state-space models have always been a considerable problem. Consider Kalman filter (CKF) and desensitized Kalman filter (DKF) are two methods to solve this problem. Based on the sensitivity matrix respected to the…

The robustness of the Kalman filter to double talk and its rapid convergence make it a popular approach for addressing acoustic echo cancellation (AEC) challenges. However, the inability to model nonlinearity and the need to tune control…

Nonlinear extensions of the Kalman filter (KF), such as the extended Kalman filter (EKF) and the unscented Kalman filter (UKF), are indispensable for state estimation in complex dynamical systems, yet the conditions for a nonlinear KF to…

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…

The Kalman filter is a fundamental tool for state estimation in dynamical systems. While originally developed for linear Gaussian settings, it has been extended to nonlinear problems through approaches such as the extended and unscented…