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Maximum Correntropy Criterion Constrained Kalman Filter

[+] Author Affiliations
Seyed Fakoorian, Mahmoud Moosavi, Reza Izanloo, Vahid Azimi, Dan Simon

Cleveland State University, Cleveland, OH

Paper No. DSCC2017-5326, pp. V002T04A008; 7 pages
  • ASME 2017 Dynamic Systems and Control Conference
  • Volume 2: Mechatronics; Estimation and Identification; Uncertain Systems and Robustness; Path Planning and Motion Control; Tracking Control Systems; Multi-Agent and Networked Systems; Manufacturing; Intelligent Transportation and Vehicles; Sensors and Actuators; Diagnostics and Detection; Unmanned, Ground and Surface Robotics; Motion and Vibration Control Applications
  • Tysons, Virginia, USA, October 11–13, 2017
  • Conference Sponsors: Dynamic Systems and Control Division
  • ISBN: 978-0-7918-5828-8
  • Copyright © 2017 by ASME


Non-Gaussian noise may degrade the performance of the Kalman filter because the Kalman filter uses only second-order statistical information, so it is not optimal in non-Gaussian noise environments. Also, many systems include equality or inequality state constraints that are not directly included in the system model, and thus are not incorporated in the Kalman filter. To address these combined issues, we propose a robust Kalman-type filter in the presence of non-Gaussian noise that uses information from state constraints. The proposed filter, called the maximum correntropy criterion constrained Kalman filter (MCC-CKF), uses a correntropy metric to quantify not only second-order information but also higher-order moments of the non-Gaussian process and measurement noise, and also enforces constraints on the state estimates. We analytically prove that our newly derived MCC-CKF is an unbiased estimator and has a smaller error covariance than the standard Kalman filter under certain conditions. Simulation results show the superiority of the MCC-CKF compared with other estimators when the system measurement is disturbed by non-Gaussian noise and when the states are constrained.

Copyright © 2017 by ASME
Topics: Kalman filters



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