Adaptive Maximum Correntropy Gaussian Filter Based on Variational Bayes
In this paper, we investigate the state estimation of systems with unknown covariance non-Gaussian measurement noise. A novel improved Gaussian filter (GF) is proposed, where the maximum correntropy criterion (MCC) is used to suppress the pollution of non-Gaussian measurement noise and its covarianc...
| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
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MDPI AG
2018-06-01
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| Series: | Sensors |
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| Online Access: | http://www.mdpi.com/1424-8220/18/6/1960 |
| _version_ | 1828137444668604416 |
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| author | Guoqing Wang Zhongxing Gao Yonggang Zhang Bin Ma |
| author_facet | Guoqing Wang Zhongxing Gao Yonggang Zhang Bin Ma |
| author_sort | Guoqing Wang |
| collection | DOAJ |
| description | In this paper, we investigate the state estimation of systems with unknown covariance non-Gaussian measurement noise. A novel improved Gaussian filter (GF) is proposed, where the maximum correntropy criterion (MCC) is used to suppress the pollution of non-Gaussian measurement noise and its covariance is online estimated through the variational Bayes (VB) approximation. MCC and VB are integrated through the fixed-point iteration to modify the estimated measurement noise covariance. As a general framework, the proposed algorithm is applicable to both linear and nonlinear systems with different rules being used to calculate the Gaussian integrals. Experimental results show that the proposed algorithm has better estimation accuracy than related robust and adaptive algorithms through a target tracking simulation example and the field test of an INS/DVL integrated navigation system. |
| first_indexed | 2024-04-11T18:18:56Z |
| format | Article |
| id | doaj.art-75fe7306ee444001a6ef51fe895396d0 |
| institution | Directory Open Access Journal |
| issn | 1424-8220 |
| language | English |
| last_indexed | 2024-04-11T18:18:56Z |
| publishDate | 2018-06-01 |
| publisher | MDPI AG |
| record_format | Article |
| series | Sensors |
| spelling | doaj.art-75fe7306ee444001a6ef51fe895396d02022-12-22T04:09:49ZengMDPI AGSensors1424-82202018-06-01186196010.3390/s18061960s18061960Adaptive Maximum Correntropy Gaussian Filter Based on Variational BayesGuoqing Wang0Zhongxing Gao1Yonggang Zhang2Bin Ma3College of Automation, Harbin Engineering University, Harbin 150001, ChinaCollege of Automation, Harbin Engineering University, Harbin 150001, ChinaCollege of Automation, Harbin Engineering University, Harbin 150001, ChinaChinese Ship Research and Design Center, Wuhan 430064, ChinaIn this paper, we investigate the state estimation of systems with unknown covariance non-Gaussian measurement noise. A novel improved Gaussian filter (GF) is proposed, where the maximum correntropy criterion (MCC) is used to suppress the pollution of non-Gaussian measurement noise and its covariance is online estimated through the variational Bayes (VB) approximation. MCC and VB are integrated through the fixed-point iteration to modify the estimated measurement noise covariance. As a general framework, the proposed algorithm is applicable to both linear and nonlinear systems with different rules being used to calculate the Gaussian integrals. Experimental results show that the proposed algorithm has better estimation accuracy than related robust and adaptive algorithms through a target tracking simulation example and the field test of an INS/DVL integrated navigation system.http://www.mdpi.com/1424-8220/18/6/1960Gaussian filtermaximum correntropy criterionvariational BayesKalman filter |
| spellingShingle | Guoqing Wang Zhongxing Gao Yonggang Zhang Bin Ma Adaptive Maximum Correntropy Gaussian Filter Based on Variational Bayes Sensors Gaussian filter maximum correntropy criterion variational Bayes Kalman filter |
| title | Adaptive Maximum Correntropy Gaussian Filter Based on Variational Bayes |
| title_full | Adaptive Maximum Correntropy Gaussian Filter Based on Variational Bayes |
| title_fullStr | Adaptive Maximum Correntropy Gaussian Filter Based on Variational Bayes |
| title_full_unstemmed | Adaptive Maximum Correntropy Gaussian Filter Based on Variational Bayes |
| title_short | Adaptive Maximum Correntropy Gaussian Filter Based on Variational Bayes |
| title_sort | adaptive maximum correntropy gaussian filter based on variational bayes |
| topic | Gaussian filter maximum correntropy criterion variational Bayes Kalman filter |
| url | http://www.mdpi.com/1424-8220/18/6/1960 |
| work_keys_str_mv | AT guoqingwang adaptivemaximumcorrentropygaussianfilterbasedonvariationalbayes AT zhongxinggao adaptivemaximumcorrentropygaussianfilterbasedonvariationalbayes AT yonggangzhang adaptivemaximumcorrentropygaussianfilterbasedonvariationalbayes AT binma adaptivemaximumcorrentropygaussianfilterbasedonvariationalbayes |