基于学生 t 核的最大相关熵卡尔曼滤波及其核带宽自适应选择方法
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中国矿业大学

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中图分类号:

TP13

基金项目:

国家自然科学基金项目(62373362, 62203448, 62273350, 62003348)


Maximum correntropy Kalman filter based on student’s t kernel and its kernel bandwidth adaptive selection method
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Affiliation:

China University of Mining and Technology

Fund Project:

The National Natural Science Foundation of China(62373362, 62203448, 62273350, 62003348)

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    摘要:

    本文研究时变厚尾非高斯噪声系统的状态估计问题.基于最大相关熵准则的卡尔曼滤波算法具有计算负担小且能够抑制多种类型非高斯噪声的特点, 现有方法大都采用高斯核函数进行设计, 且现有核带宽自适应选取能力有限. 针对现有方法存在的问题,本文采用学生t核函数替代现有方法中常用的高斯核函数来更加充分的利用非高斯噪声的厚尾分布信息, 进而定义了一种新的代价函数, 并推导出一种基于学生t核的最大相关熵卡尔曼滤波. 随后针对所提算法的单一固定核带宽在面对非高斯噪声特性时变时估计精度下降的问题,引入交互多模型框架来实现对多个核带宽的自适应选择, 通过运行多个具有不同核带宽的子滤波器,利用似然函数来更新不同子滤波器的概率,并利用每个子滤波器估计值的加权融合得到最后的后验估计.目标跟踪的仿真实验表明,所提出的算法与同类算法相比具有更好的估计精度.

    Abstract:

    In this paper, we consider the state estimation problem of the systems with time-varying heavy-tailed non-Gaussian noise. The Kalman filtering algorithms based on the maximum correntropy criterion are characterized by their small computational burden and the ability to suppress many types of non-Gaussian noise. However, most of the existing methods are designed using Gaussian kernel functions and the existing kernel bandwidths are limited by its adaptive selection ability. To overcome the problems associated with existing methods, we adopt the student"s t kernel function instead of the Gaussian kernel function commonly used in the existing algorithms to fully capture the information of the heavy-tailed non-Gaussian noise. Based on this, we define a new cost function and derive the student"s t kernel maximum correntropy Kalman filter. Subsequently, to enhance the estimation accuracy of the proposed algorithm under the time-varying heavy-tailed non-Gaussian noise, the interacting multiple model method is employed to select the kernel bandwidths adaptively by running multiple sub-filters with different kernel bandwidths, where the credibilities of all sub-filters are updated using the likelihood functions, and the final posterior estimation is obtained by using the weighted fusion of the sub-filters" estimation. The target tracking simulation experiments show that the proposed algorithm has better estimation accuracy compared with related algorithms.

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  • 收稿日期:2024-04-16
  • 最后修改日期:2024-11-01
  • 录用日期:2024-11-02
  • 在线发布日期: 2024-11-19
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