Square-root algorithms for maximum correntropy estimation of linear discrete-time systems in presence of non-Gaussian noise
From MaRDI portal
Publication:1678568
DOI10.1016/j.sysconle.2017.07.016zbMath1375.93122arXiv1610.00257OpenAlexW2528325063MaRDI QIDQ1678568
Publication date: 17 November 2017
Published in: Systems \& Control Letters (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1610.00257
Filtering in stochastic control theory (93E11) Stochastic programming (90C15) Discrete-time control/observation systems (93C55) Estimation and detection in stochastic control theory (93E10) Linear systems in control theory (93C05)
Related Items
Overall hyperbolic-singular-value-decomposition-based square-root solutions in Kalman filters with deterministically sampled mean and covariance for state estimation in continuous-discrete nonlinear stochastic systems ⋮ Outlier-robust Kalman filters with mixture correntropy ⋮ Laplace \(\ell_1\) square-root cubature Kalman filter for non-Gaussian measurement noises ⋮ Maximum‐correntropy‐based Kalman filtering for time‐varying systems with randomly occurring uncertainties: An event‐triggered approach ⋮ Non-iterative Cauchy kernel-based maximum correntropy cubature Kalman filter for non-Gaussian systems ⋮ Itô-Taylor-based square-root unscented Kalman filtering methods for state estimation in nonlinear continuous-discrete stochastic systems ⋮ NIRK-based Cholesky-factorized square-root accurate continuous-discrete unscented Kalman filters for state estimation in nonlinear continuous-time stochastic models with discrete measurements ⋮ Distributed filtering based on Cauchy-kernel-based maximum correntropy subject to randomly occurring cyber-attacks
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Maximum correntropy Kalman filter
- Factorization methods for discrete sequential estimation
- An extended inverse \(QR\) adaptive filtering algorithm
- Maximum correntropy criterion based sparse adaptive filtering algorithms for robust channel estimation under non-Gaussian environments
- High-order accurate continuous-discrete extended Kalman filter for chemical engineering
- Round-off error propagation in four generally-applicable, recursive, least-squares estimation schemes
- Correntropy as a novel measure for nonlinearity tests
- Estimating the State in Stiff Continuous-Time Stochastic Systems within Extended Kalman Filtering
- Accurate Numerical Implementation of the Continuous-Discrete Extended Kalman Filter
- Numerical aspects of different Kalman filter implementations
- Extended Chandrasekhar recursions
- Correntropy: Properties and Applications in Non-Gaussian Signal Processing
- The Accurate Continuous-Discrete Extended Kalman Filter for Radar Tracking
- Accuracy and Stability of Numerical Algorithms
- New square-root algorithms for Kalman filtering
- Kalman Filtering
- Information Theoretic Learning
