摘要
Maximum correntropy criterion (MCC) has been widely used in Kalman filter to cope with heavy-tailed measurement noises. However, its performance on mitigating non-Gaussian process noises and unknown disturbance is rarely explored. In this letter, we extend the definition of correntropy from a single kernel to multiple kernels. Then, we derive a multi-kernel maximum correntropy Kalman filter (MKMCKF) to cope with multivariate non-Gaussian noises and disturbance. Three examples are provided to show the effectiveness of the proposed methods.
源语言 | 英语 |
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页(从-至) | 1490-1495 |
页数 | 6 |
期刊 | IEEE Control Systems Letters |
卷 | 6 |
DOI | |
出版状态 | 已出版 - 2022 |