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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.
Pubmed ID: 29914205
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Multi paradigm numerical computing environment and fourth generation programming language developed by MathWorks. Allows matrix manipulations, plotting of functions and data, implementation of algorithms, creation of user interfaces, and interfacing with programs written in other languages, including C, C++, Java, Fortran and Python. Used to explore and visualize ideas and collaborate across disciplines including signal and image processing, communications, control systems, and computational finance.
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