A New Robust Centered Error Entropy Cubature Kalman Filter

Baojian Yang, Lu Cao, Lingwei Li, Chen Jiang, Dechao Ran, Bing Xiao

Research output: Chapter in Book/Report/Conference proceedingConference contributionpeer-review

6 Scopus citations

Abstract

The heavy-tailed non-Gaussian noise often appears in the actual system and the classical cubature Kalman filter (CKF) algorithm will have reduced filtering accuracy or even filtering divergence in this condition. To make the CKF algorithm more robust, the centered error entropy cubature Kalman filter (CEECKF) algorithm is derived by combining the Spherical-Radial cubature rule and the centered error entropy (CEE) criterion. The proposed algorithm uses the cubature rule to obtain the one-step prediction state mean and covariance and then uses the CEE criterion to update the posterior state. The application in attitude determination shows the effectiveness of the algorithm.

Original languageEnglish
Title of host publication2021 7th International Conference on Control Science and Systems Engineering, ICCSSE 2021
PublisherInstitute of Electrical and Electronics Engineers Inc.
Pages119-124
Number of pages6
ISBN (Electronic)9781665444057
DOIs
StatePublished - 30 Jul 2021
Event7th International Conference on Control Science and Systems Engineering, ICCSSE 2021 - Qingdao, China
Duration: 30 Jul 20211 Aug 2021

Publication series

Name2021 7th International Conference on Control Science and Systems Engineering, ICCSSE 2021

Conference

Conference7th International Conference on Control Science and Systems Engineering, ICCSSE 2021
Country/TerritoryChina
CityQingdao
Period30/07/211/08/21

Keywords

  • centered error entropy
  • Cubature rule
  • heavy-tailed distribution
  • Kalman filter
  • non-Gaussian noise

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