Rational-quadratic kernel-based maximum correntropy Kalman filter for the non-Gaussian noises

DOI10.1016/j.jfranklin.2024.107286MaRDI QIDQ6669379

Jiahui Yang, Jiahao Zhang, Xuehua Zhao, Dejun Mu

Publication date: 22 January 2025

Published in: Journal of the Franklin Institute (Search for Journal in Brave)

zbMATH Keywords

upper limitmaximum correntropy criterionadaptive kernel bandwidthrational-quadratic kernel function

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

Cites Work

• Unnamed Item
• Maximum correntropy Kalman filter
• Recursive Bayesian estimation using Gaussian sums
• On Deriving the Inverse of a Sum of Matrices
• Stochastic stability of the discrete-time extended Kalman filter
• Correntropy: Properties and Applications in Non-Gaussian Signal Processing
• Maximum correntropy unscented filter
• Kalman Filtering Under Information Theoretic Criteria
• Distributed adaptive cubature information filtering for bounded noise system in wireless sensor networks
• New results in linear filtering and prediction theory

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