Cubature Kalman filter Based on generalized minimum error entropy with fiducial point

In real applications, non-Gaussian distributions are frequently caused by outliers and impulsive disturbances, and these will impair the performance of the classical cubature Kalman filter (CKF) algorithm. In this letter, a modified generalized minimum error entropy criterion with fiducial point (GMEEFP) is studied to ensure that the error comes together to around zero, and a new CKF algorithm based on the GMEEFP criterion, called GMEEFP-CKF algorithm, is developed. To demonstrate the practicality of the GMEEFP-CKF algorithm, several simulations are performed, and it is demonstrated that the proposed GMEEFP-CKF algorithm outperforms the existing CKF algorithms with impulse noise

Distributed fusion filter over lossy wireless sensor networks with the presence of non-Gaussian noise

The information transmission between nodes in a wireless sensor networks (WSNs) often causes packet loss due to denial-of-service (DoS) attack, energy limitations, and environmental factors, and the information that is successfully transmitted can also be contaminated by non-Gaussian noise. The presence of these two factors poses a challenge for distributed state estimation (DSE) over WSNs. In this paper, a generalized packet drop model is proposed to describe the packet loss phenomenon caused by DoS attacks and other factors. Moreover, a modified maximum correntropy Kalman filter is given, and it is extended to distributed form (DM-MCKF). In addition, a distributed modified maximum correntropy Kalman filter incorporating the generalized data packet drop (DM-MCKF-DPD) algorithm is provided to implement DSE with the presence of both non-Gaussian noise pollution and packet drop. A sufficient condition to ensure the convergence of the fixed-point iterative process of the DM-MCKF-DPD algorithm is presented and the computational complexity of the DM-MCKF-DPD algorithm is analyzed. Finally, the effectiveness and feasibility of the proposed algorithms are verified by simulations

State Estimation of Wireless Sensor Networks in the Presence of Data Packet Drops and Non-Gaussian Noise

Distributed Kalman filter approaches based on the maximum correntropy criterion have recently demonstrated superior state estimation performance to that of conventional distributed Kalman filters for wireless sensor networks in the presence of non-Gaussian impulsive noise. However, these algorithms currently fail to take account of data packet drops. The present work addresses this issue by proposing a distributed maximum correntropy Kalman filter that accounts for data packet drops (i.e., the DMCKF-DPD algorithm). The effectiveness and feasibility of the algorithm are verified by simulations conducted in a wireless sensor network with intermittent observations due to data packet drops under a non-Gaussian noise environment. Moreover, the computational complexity of the DMCKF-DPD algorithm is demonstrated to be moderate compared with that of a conventional distributed Kalman filter, and we provide a sufficient condition to ensure the convergence of the proposed algorithm

One-step condensed forms for square-root maximum correntropy criterion Kalman filtering

This paper suggests a few novel Cholesky-based square-root algorithms for the maximum correntropy criterion Kalman filtering. In contrast to the previously obtained results, new algorithms are developed in the so-called {\it condensed} form that corresponds to the {\it a priori} filtering. Square-root filter implementations are known to possess a better conditioning and improved numerical robustness when solving ill-conditioned estimation problems. Additionally, the new algorithms permit easier propagation of the state estimate and do not require a back-substitution for computing the estimate. Performance of novel filtering methods is examined by using a fourth order benchmark navigation system example