Robust State Estimation Using the Maximum Correntropy Cubature Kalman Filter with Adaptive Cauchy-Kernel Size

The maximum correntropy criterion (MCC), as an effective method for dealing with anomalous measurement noise, is widely applied in the design of filters. However, its performance largely depends on the proper setting of the kernel bandwidth, and currently, there is no efficient adaptive kernel adjus...

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Bibliographic Details
Published inElectronics (Basel) Vol. 13; no. 1; p. 114
Main Authors Ye, Xiangzhou, Lu, Siyu, Wang, Jian, Wu, Dongjie, Zhang, Yong
Format Journal Article
LanguageEnglish
Published Basel MDPI AG 01.01.2024
Subjects
Adaptive algorithms
Algorithms
Analysis
Anomalies
Approximation
Bandwidths
Design and construction
Electric filters
Kalman filtering
Kalman filters
Mean square errors
Noise measurement
Optimization
Parameter sensitivity
Random variables
Reliability (Engineering)
Similarity measures
State estimation
Tracking
China
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Summary:The maximum correntropy criterion (MCC), as an effective method for dealing with anomalous measurement noise, is widely applied in the design of filters. However, its performance largely depends on the proper setting of the kernel bandwidth, and currently, there is no efficient adaptive kernel adjustment mechanism. To deal with this issue, a new adaptive Cauchy-kernel maximum correntropy cubature Kalman filter (ACKMC-CKF) is proposed. This algorithm constructs adaptive factors for each dimension of the measurement system and establishes an entropy matrix with adaptive kernel sizes, enabling targeted handling of specific anomalies. Through simulation experiments in target tracking, the performance of the proposed algorithm was comprehensively validated. The results show that the ACKMC-CKF, through its flexible kernel adaptive mechanism, can effectively handle various types of anomalies. Not only does the algorithm demonstrate excellent reliability, but it also has low sensitivity to parameter settings, making it more broadly applicable in a variety of practical application scenarios.
ISSN:2079-9292
2079-9292
DOI:10.3390/electronics13010114