Square-root algorithms for maximum correntropy estimation of linear discrete-time systems in presence of non-Gaussian noise

Recent developments in the realm of state estimation of stochastic dynamic systems in the presence of non-Gaussian noise have induced a new methodology called the maximum correntropy filtering. The filters designed under the maximum correntropy criterion (MCC) utilize a similarity measure (or corren...

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Bibliographic Details

Published in:	Systems & control letters Vol. 108; pp. 8 - 15
Main Author:	Kulikova, M.V.
Format:	Journal Article
Language:	English
Published:	Elsevier B.V 01.10.2017
Subjects:	Kalman filter Maximum correntropy criterion Robust estimation Square-root filtering Maximum correntropy criterion Robust estimation Square-root filtering Kalman filter
ISSN:	0167-6911, 1872-7956
Online Access:	Get full text
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