A Variational Bayesian Maximum Correntropy Cubature Kalman Filter with Adaptive Kernel Bandwidth

Zhenwei Li, Shuaijie Ouyang, Yongmei Cheng, Huibin Wang, Kezheng Chen

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

1 Scopus citations

Abstract

This paper focuses on the estimation problem in the presence of non-Gaussian measurement noise encountered in dynamic systems. The proposed solution is based on a variational Bayesian maximum correntropy cubature Kalman filter with adaptive kernel bandwidth that uses the Mahalanobis distance to adapt in real time the kernel bandwidth. The proposed filter is compared to some recent cubature Kalman filtering approaches, using the univariate nonstationary growth model benchmark. The obtained results demonstrate that the proposed method leads to the estimated values less affected by non-Gaussian measurement noises than other recent cubature Kalman-based filter.

Original languageEnglish
Title of host publicationProceedings of 2023 IEEE International Conference on Signal Processing, Communications and Computing, ICSPCC 2023
PublisherInstitute of Electrical and Electronics Engineers Inc.
ISBN (Electronic)9798350316728
DOIs
StatePublished - 2023
Event2023 IEEE International Conference on Signal Processing, Communications and Computing, ICSPCC 2023 - Zhengzhou, Henan, China
Duration: 14 Nov 202317 Nov 2023

Publication series

NameProceedings of 2023 IEEE International Conference on Signal Processing, Communications and Computing, ICSPCC 2023

Conference

Conference2023 IEEE International Conference on Signal Processing, Communications and Computing, ICSPCC 2023
Country/TerritoryChina
CityZhengzhou, Henan
Period14/11/2317/11/23

Keywords

  • maximum correntropy criterion
  • non-Gaussian noise
  • nonlinear filter
  • variational Bayesian

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