典型文献
Maximum Correntropy High-Order Extended Kalman Filter
文献摘要：
In this paper,a novel maximum corren-tropy high-order extended Kalman filter(H-MCEKF)is proposed for a class of nonlinear non-Gaussian systems presented by polynomial form.All high-order polynomial terms in the state model are defined as implicit variables and regarded as parameter variables;the original state model is equivalently formulated into a pseudo-linear form with original variables and parameter variables;the dynamic relationship between each implicit variable and all variables is modeled,then an augmented linear state model appears by combing with pseudo-linear state mod-el;similarly,the nonlinear measurement model can be equivalently rewritten into linear form;once again,the statistical characteristics of non-Gaussian modeling error are described by mean value and variance based on their finite samples;combing original measurement model with predicted value regarded as added state measurement,a cost function to solve the state estimation based on max-imum correntropy criterion(MCC)is constructed;on the basis of this cost function,the state estimation problem can be equivalently converted into a recursive solution problem in the form of Kalman filter,in which the filter gain matrix is solved by numerical iteration though its fixed-point equation;illustration examples are presented to demonstrate the effectiveness of the new algorithm.
文献关键词：
中图分类号：
作者姓名：
SUN Xiaohui;WEN Chenglin;WEN Tao
作者机构：
School of Automation,Hangzhou Dianzi University,Hangzhou 310018,China;School of Automation,Guangdong University of Petrochemical Technology,Maoming 525000,China;School of Electronic and Information Engineering,Beijing Jiaotong University,Beijing 100044,China
文献出处：
引用格式：
[1]SUN Xiaohui;WEN Chenglin;WEN Tao-.Maximum Correntropy High-Order Extended Kalman Filter)[J].电子学报（英文）,2022(01):190-198
A类：
Correntropy,corren,MCEKF
B类：
Maximum,High,Order,Extended,Kalman,Filter,In,this,paper,novel,maximum,high,order,extended,filter,proposed,class,nonlinear,Gaussian,systems,presented,by,polynomial,All,terms,state,are,defined,implicit,variables,regarded,parameter,original,equivalently,formulated,into,pseudo,dynamic,relationship,between,each,all,modeled,then,augmented,appears,combing,similarly,measurement,can,rewritten,once,again,statistical,characteristics,modeling,error,described,mean,value,variance,their,finite,samples,predicted,added,cost,function,estimation,correntropy,criterion,MCC,constructed,basis,problem,converted,recursive,solution,which,matrix,solved,numerical,iteration,though,its,fixed,point,equation,illustration,examples,demonstrate,effectiveness,new,algorithm
AB值：
0.497941
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