Multi-Kernel Maximum Correntropy Kalman Filter
IEEE robotics & automation letters(2022)
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.
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关键词
Multi-kernel correntropy,optimization and optimal control,orientation estimation,sensor fusion
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