Title
Iterated maximum correntropy unscented Kalman filters for non-Gaussian systems
Abstract
•The iterated filtering algorithms for nonlinear systems with non-Gaussian noise are derived under the maximum correntropy criterion.•A new cost function for the filtering update step of non-Gaussian systems is designed.•The cost function is solved by the Gauss-Newton method and the Levenberg-Marguardt method, respectively.•A typical target tracking example shows the superiority of proposed algorithms.
Year
DOI
Venue
2019
10.1016/j.sigpro.2019.05.015
Signal Processing
Keywords
Field
DocType
Maximum correntropy,Unscented Kalman filter,Gauss-Newton,Levenberg-Marguardt,Non-Gaussian noise
Control theory,Filter (signal processing),Algorithm,Kalman filter,Gaussian,Iterated function,Numerical stability,Mathematics,Covariance
Journal
Volume
ISSN
Citations 
163
0165-1684
2
PageRank 
References 
Authors
0.37
0
3
Name
Order
Citations
PageRank
Guoqing Wang17517.84
Yonggang Zhang28716.11
Xiaodong Wang33958310.41