Maximum Correntropy Kalman Filtering for Non-Gaussian Systems With State Saturations and Stochastic Nonlinearities
文献类型：期刊论文
| 作者 | Bo Shen; Xuelin Wang; Lei Zou |
| 刊名 | IEEE/CAA Journal of Automatica Sinica
 |
| 出版日期 | 2023 |
| 卷号 | 10期号:5页码:1223-1233 |
| ISSN号 | 2329-9266 |
| 关键词 | Fixed-point theorem maximum correntropy criterion non-Gaussian noises state saturations stochastic nonlinearities |
| DOI | 10.1109/JAS.2023.123195 |
| 英文摘要 | This paper tackles the maximum correntropy Kalman filtering problem for discrete time-varying non-Gaussian systems subject to state saturations and stochastic nonlinearities. The stochastic nonlinearities, which take the form of state-multiplicative noises, are introduced in systems to describe the phenomenon of nonlinear disturbances. To resist non-Gaussian noises, we consider a new performance index called maximum correntropy criterion (MCC) which describes the similarity between two stochastic variables. To enhance the “robustness” of the kernel parameter selection on the resultant filtering performance, the Cauchy kernel function is adopted to calculate the corresponding correntropy. The goal of this paper is to design a Kalman-type filter for the underlying systems via maximizing the correntropy between the system state and its estimate. By taking advantage of an upper bound on the one-step prediction error covariance, a modified MCC-based performance index is constructed. Subsequently, with the assistance of a fixed-point theorem, the filter gain is obtained by maximizing the proposed cost function. In addition, a sufficient condition is deduced to ensure the uniqueness of the fixed point. Finally, the validity of the filtering method is tested by simulating a numerical example. |
| 源URL | [http://ir.ia.ac.cn/handle/173211/51557]  |
| 专题 | 自动化研究所_学术期刊_IEEE/CAA Journal of Automatica Sinica |
| 推荐引用方式 GB/T 7714 | Bo Shen,Xuelin Wang,Lei Zou. Maximum Correntropy Kalman Filtering for Non-Gaussian Systems With State Saturations and Stochastic Nonlinearities[J]. IEEE/CAA Journal of Automatica Sinica,2023,10(5):1223-1233. |
| APA | Bo Shen,Xuelin Wang,&Lei Zou.(2023).Maximum Correntropy Kalman Filtering for Non-Gaussian Systems With State Saturations and Stochastic Nonlinearities.IEEE/CAA Journal of Automatica Sinica,10(5),1223-1233. |
| MLA | Bo Shen,et al."Maximum Correntropy Kalman Filtering for Non-Gaussian Systems With State Saturations and Stochastic Nonlinearities".IEEE/CAA Journal of Automatica Sinica 10.5(2023):1223-1233. |
入库方式： OAI收割
来源：自动化研究所
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