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.
翻译:在实际应用中,非高斯分布常由异常值和脉冲干扰引起,这会降低经典容积卡尔曼滤波(CKF)算法的性能。本文研究了一种改进的带基准点的广义最小误差熵准则(GMEEFP),以确保误差收敛至零附近,并提出了一种基于GMEEFP准则的新型CKF算法,即GMEEFP-CKF算法。为验证GMEEFP-CKF算法的实用性,进行了多次仿真实验,结果表明,所提出的GMEEFP-CKF算法在脉冲噪声环境下优于现有CKF算法。