Search Results (65)

One technique that is widely used in various fields, including nonlinear target tracking, is the extended Kalman filter (EKF). The well-known minimum mean square error (MMSE) criterion, which performs magnificently under the assumption of Gaussian noise, is the optimization criterion that is frequently employed in EKF. Further, if the noises are loud (or heavy-tailed), its performance can drastically suffer. To overcome the problem, this paper suggests a new technique for maximum correntropy EKF with nonlinear regression (MCCEKF-NR) by using the maximum correntropy criterion (MCC) instead of the MMSE criterion to calculate the effectiveness and vitality. The preliminary estimates of the state and covariance matrix in MCKF are provided via the state mean vector and covariance matrix propagation equations, just like in the conventional Kalman filter. In addition, a newly designed fixed-point technique is used to update the posterior estimates of each filter in a regression model. To show the practicality of the proposed strategy, we propose an effective implementation for positioning enhancement in GPS navigation and radar measurement systems. Full article

In the underwater domain where Autonomous Underwater Vehicles (AUVs) operate, measurements may suffer from the impact of outliers and non-Gaussian noise. These factors can potentially undermine the efficacy of integrated navigation algorithms. The Maximum Correntropy Criterion (MCC) can be utilized to enhance the robustness of AUV integrated navigation algorithms through the construction and maximization of the correntropy function. Notwithstanding, the underwater environment occasionally presents unknown time-varying noise, a situation for which the MCC lacks adaptability. In response to this issue, our study introduces a novel integrated navigation algorithm that synergizes the MCC and the Variational Bayesian approach, thereby augmenting both the robustness and adaptability of the system. Initially, we implement the MCC along with a mixture kernel function in an Unscented Kalman Filter (UKF) to strengthen the robustness of the AUV integrated navigation algorithms amidst the complexities inherent to underwater environmental conditions. Additionally, we utilize the Variational Bayesian method to refine the approximation of measurement noise covariance, thereby boosting the algorithm’s adaptability to fluctuating scenarios. We evaluate the performance of our proposed algorithm using both simulation and sea trial datasets. The experimental results reveal a significant enhancement in the Root Mean Square Error (RMSE) and navigation accuracy of our proposed algorithm. Notably, in a complex noise environment, our algorithm achieves, approximately, a 50% improvement in navigation accuracy over other established algorithms. Full article

This paper introduces a novel filter algorithm termed as an MKMC-CSVSF which combined square-root cubature Kalman (SR-CKF) and smooth variable structure filtering (SVSF) under multi-kernel maximum correntropy criterion (MKMC) for accurately estimating the state of the fully submerged hydrofoil craft (FSHC) under the influence of uncertainties and multivariate heavy-tailed non-Gaussian noises. By leveraging the precision of the SR-CKF and the robustness of the SVSF against system uncertainties, the MKMC-CSVSF integrates these two methods by introducing a time-varying smooth boundary layer along with multiple fading factors. Furthermore, the MKMC is introduced for the adjustment of kernel bandwidths across different channels to align with the specific noise characteristics of each channel. A fuzzy rule is devised to identify the appropriate kernel bandwidths to ensure filter accuracy without undue complexity. The precision and robustness of state estimation in the face of heavy-tailed non-Gaussian noises are improved by modifying the SR-CKF and the SVSF using a fixed-point approach based on the MKMC. The experimental results validate the efficacy of this algorithm. Full article

The prediction of dissolved gas change trends in power transformer oil is very important for the diagnosis of transformer faults and ensuring its safe operation. Considering the time series and nonlinear features of the gas change trend, this paper proposes a novel robust extreme learning machine (ELM) model combining an improved data decomposition method for gas content forecasting. Firstly, the original data with nonlinear and sudden change properties will make the forecasting model unstable, and thus an improved variational modal decomposition (IPVMD) method is developed to decompose the original data to obtain the multiple modal dataset, in which the marine predators algorithm (MPA) optimization method is utilized to optimize the free parameters of the VMD. Second, the ELM as an efficient and easily implemented tool is used as the basic model for dissolved gas forecasting. However, the traditional ELM with mean square error (MSE) criterion is sensitive to the non-Gaussian measurement noise (or outliers). In addition, considering the nonlinear non-Gaussian properties of the dissolved gas, a new learning criterion, called extended maximum correntropy criterion (ExMCC), is defined by using an extended kernel function in the correntropy framework, and the ExMCC as a learning criterion is introduced into the ELM to develop a novel robust regression model (called ExMCC-ELM) to improve the ability of ELM to process mutational data. Third, a gas-in-oil prediction scheme is proposed by using the ExMCC-ELM performed on each modal obtained by the proposed IPVMD. Finally, we conducted several simulation studies on the measured data, and the results show that the proposed method has good predictive performance. Full article

The maximum correntropy criterion (MCC), as an effective method for dealing with anomalous measurement noise, is widely applied in the design of filters. However, its performance largely depends on the proper setting of the kernel bandwidth, and currently, there is no efficient adaptive kernel adjustment mechanism. To deal with this issue, a new adaptive Cauchy-kernel maximum correntropy cubature Kalman filter (ACKMC-CKF) is proposed. This algorithm constructs adaptive factors for each dimension of the measurement system and establishes an entropy matrix with adaptive kernel sizes, enabling targeted handling of specific anomalies. Through simulation experiments in target tracking, the performance of the proposed algorithm was comprehensively validated. The results show that the ACKMC-CKF, through its flexible kernel adaptive mechanism, can effectively handle various types of anomalies. Not only does the algorithm demonstrate excellent reliability, but it also has low sensitivity to parameter settings, making it more broadly applicable in a variety of practical application scenarios. Full article

In hidden Markov chain (HMC) models, widely used for target tracking, the process noise and measurement noise are in general assumed to be independent and Gaussian for mathematical simplicity. However, the independence and Gaussian assumptions do not always hold in practice. For instance, in a typical radar tracking application, the measurement noise is correlated over time as the sampling frequency of a radar is generally much higher than the bandwidth of the measurement noise. In addition, target maneuvers and measurement outliers imply that the process noise and measurement noise are non-Gaussian. To solve this problem, we resort to triplet Markov chain (TMC) models to describe stochastic systems with correlated noise and derive a new filter under the maximum correntropy criterion to deal with non-Gaussian noise. By stacking the state vector, measurement vector, and auxiliary vector into a triplet state vector, the TMC model can capture the complete dynamics of stochastic systems, which may be subjected to potential parameter uncertainty, non-stationarity, or error sources. Correntropy is used to measure the similarity of two random variables; unlike the commonly used minimum mean square error criterion, which uses only second-order statistics, correntropy uses second-order and higher-order information, and is more suitable for systems in the presence of non-Gaussian noise, particularly some heavy-tailed noise disturbances. Furthermore, to reduce the influence of round-off errors, a square-root implementation of the new filter is provided using QR decomposition. Instead of the full covariance matrices, corresponding Cholesky factors are recursively calculated in the square-root filtering algorithm. This is more numerically stable for ill-conditioned problems compared to the conventional filter. Finally, the effectiveness of the proposed algorithms is illustrated via three numerical examples. Full article

Multiple forms of interference and noise that impact the receiver’s capacity to receive and interpret satellite signals, and consequently the preciseness of positioning and navigation, may be present during the processing of Global Positioning System (GPS) navigation. The non-Gaussian noise predominates in the signal owing to the fluctuating character of both natural and artificial electromagnetic interference, and the algorithm based on the minimum mean-square error (MMSE) criterion performs well when assuming Gaussian noise, but drops when assuming non-Gaussian noise. The maximum correntropy criteria (MCC) adaptive filtering technique efficiently reduces pulse noise and has adequate performance in heavy-tailed noise, which addresses the issue of filter performance caused by the presence of non-Gaussian or heavy-tailed unusual noise values in the localizing measurement noise. The adaptive kernel bandwidth (AKB) technique employed in this paper applies the calculated adaptive variables to generate the kernel function matrix, in which the adaptive factor can modify the size of the kernel width across a reasonably appropriate spectrum, substituting the fixed kernel width for the conventional MCC to enhance the performance. The conventional maximum correntropy criterion-based extended Kalman filter (MCCEKF) algorithm’s performance is significantly impacted by the value of the kernel width, and there are certain predetermined conditions in the selection based on experience. The MCCEKF with a fixed adaptive kernel bandwidth (MCCEKF-AKB) has several advantages due to its novel concept and computational simplicity, and gives a qualitative solution for the study of random structures for generalized noise. Additionally, it can effectively achieve the robust state estimation of outliers with anomalous values while guaranteeing the accuracy of the filtering. Full article

Some advantages of using cameras as sensor devices on feedback systems are the flexibility of the data it represents, the possibility to extract real-time information, and the fact that it does not require contact to operate. However, in unstructured scenarios, Image-Based Visual Servoing (IBVS) robot tasks are challenging. Camera calibration and robot kinematics can approximate a jacobian that maps the image features space to the robot actuation space, but they can become error-prone or require online changes. Uncalibrated visual servoing (UVS) aims at executing visual servoing tasks without previous camera calibration or through camera model uncertainties. One way to accomplish that is through jacobian identification using environment information in an estimator, such as the Kalman filter. The Kalman filter is optimal with Gaussian noise, but unstructured environments may present target occlusion, reflection, and other characteristics that confuse feature extraction algorithms, generating outliers. This work proposes RMCKF, a correntropy-induced estimator based on the Kalman Filter and the Maximum Correntropy Criterion that can handle non-Gaussian feature extraction noise. Unlike other approaches, we designed RMCKF for particularities in UVS, to deal with independent features, the IBVS control action, and simulated annealing. We designed Monte Carlo experiments to test RMCKF with non-Gaussian Kalman Filter-based techniques. The results showed that the proposed technique could outperform its relatives, especially in impulsive noise scenarios and various starting configurations. Full article

This paper studies the identification for fractional-order systems (FOSs) under stable distribution noises. First, the generalized operational matrix of block pulse functions is used to convert the identified system into an algebraic one. Then, the conventional least mean square (LMS) criterion is replaced by the maximum correntropy criterion (MCC) to restrain the effect of noises, and a MCC-based algorithm is designed to perform the identification. To verify the superiority of the proposed method, the identification accuracy is examined when the noise follows different types of stable distributions. In addition, the impact of parameters of stable distribution on identification accuracy is discussed. It is shown that when the impulse of noise increases, the identification error becomes larger, but the proposed algorithm is always superior to its LMS counterpart. Moreover, the location parameter of stable distribution noise has a significant impact on the identification accuracy. Full article

The low-frequency narrowband components (known as lines) in the radiated noise of underwater acoustic targets are an important feature of passive sonar detection. Conventional adaptive line enhancer (ALE) based on the least mean square algorithm has limited performance under colored background noise and low signal-to-noise ratio (SNR). In this paper, by combining the frequency domain sparse model of lines and maximum correntropy criterion (MCC), a β-adaptive l₀-MCC-ALE is proposed to solve the above-mentioned problem. The proposed ALE uses a sparse-driven MCC algorithm to update the weight vector in the frequency domain to further suppress the colored background noise. For the problem that the value of parameter β is sensitive to the performance, β is updated adaptively according to the frequency response of ALE in each iteration. Simulation and real data processing results show that the proposed ALE is insensitive to the given parameter β and has excellent performance for line enhancement. Compared with conventional ALE, the SNR of lines can be improved by 7~8 dB. Full article

In this paper, an adaptive and robust Kalman filter algorithm based on the maximum correntropy criterion (MCC) is proposed to solve the problem of integrated navigation accuracy reduction, which is caused by the non-Gaussian noise and time-varying noise of GPS measurement in complex environment. Firstly, the Grubbs criterion was used to remove outliers, which are contained in the GPS measurement. Then, a fixed-length sliding window was used to estimate the decay factor adaptively. Based on the fixed-length sliding window method, the time-varying noises, which are considered in integrated navigation system, are addressed. Moreover, a MCC method is used to suppress the non-Gaussian noises, which are generated with external corruption. Finally, the method, which is proposed in this paper, is verified by the designed simulation and field tests. The results show that the influence of the non-Gaussian noise and time-varying noise of the GPS measurement is detected and isolated by the proposed algorithm, effectively. The navigation accuracy and stability are improved. Full article

During the process of maneuvering target tracking, the measurement may be disturbed by outliers, which leads to a decrease in the state estimation performance of the classic interacting multiple-model (IMM) filter. To solve this problem, a weighted maximum correntropy criterion (WMCC)-based IMM filter is proposed. In the proposed filter, the fusion state is used as the input of each sub-model to reduce the computational complexity of state interaction and the WMCC is adopted to derive the sub-model state update and state fusion to improve the state estimation performance under outlier interference. Through principal analysis, the superiority of the proposed filter over the classic IMM filter in fusion strategy is revealed. The specific form of the proposed filter in radar maneuvering target tracking is provided. Two experimental cases of maneuvering target tracking are tested to illustrate the effectiveness of the proposed filter. Full article

This paper addresses the multi-sensor fusion target tracking problem based on maximum mixture correntropy in non-Gaussian noise environments exclusively using Doppler measurements. As Doppler measurements are non-linear, a statistical linear regression model is constructed using the unscented transformation. Then, a centralized measurement model is developed, and the mixture correntropy is determined, which contains the high-order statistics of state prediction and the measurement error caused by noise. Then, a robust fusion filter is proposed by maximizing the mixture-correntropy-based cost. To improve numerical stability, the information filter and corresponding square root version are also derived. Furthermore, the performance of the proposed algorithm is analyzed, and the selection of the kernel width is discussed. Experiments are performed using simulated data and automatic driving software. The results show that the estimation performance of the proposed algorithm is better with respect to outliers and mixture Gaussian noise than that of traditional methods. Full article

For nonlinear systems, both the cubature Kalman filter (CKF) and square-root cubature Kalman filter (SCKF) can get good estimation performance under Gaussian noise. However, the actual driving environment noise mostly has non-Gaussian properties, leading to a significant reduction in robustness and accuracy for distributed vehicle state estimation. To address such problems, this paper uses the square-root cubature Kalman filter with the maximum correlation entropy criterion (MCSRCKF), establishing a seven degrees of freedom (7-DOF) nonlinear distributed vehicle dynamics model for accurately estimating longitudinal vehicle speed, lateral vehicle speed, yaw rate, and wheel rotation angular velocity using low-cost sensor signals. The co-simulation verification is verified by the CarSim/Simulink platform under double-lane change and serpentine conditions. Experimental results show that the MCSRCKF has high accuracy and enhanced robustness for distributed drive vehicle state estimation problems in real non-Gaussian noise environments. Full article

In order to deal with the uncertainty of measurement noise, particularly for outlier types of multipath interference and non-line of sight (NLOS) reception, this paper proposes a novel method for processing the navigation states of the Global Positioning System (GPS) that combines the maximum correntropy criterion (MCC) and the interacting multiple model (IMM), with an extended Kalman Filter (EKF). Multipath mitigation is essential for increased positioning accuracy since multipath interference is one of the primary sources of errors. Nonlinear filtering with IMM configuration uses filter structural adaptation. In processing time-varying satellite signal standards for GPS navigation, it offers an alternative for creating the adaptive filter. A collection of switching models built on a method of multiple model estimation can be used to characterize the uncertainty of the noise. Even though most noise in real life is non-Gaussian, time-varying, and of fluctuating strength, the standard EKF operates effectively when the noise is Gaussian. The performance of EKF will drastically decline if the signals appear non-Gaussian. The underlying system disrupted by heavy-tailed, non-Gaussian impulsive sounds could be better since the EKF employs second-order statistical information. The MCC is a method for comparing two random variables based on higher-order signal statistics. The maximum correntropy-extended Kalman filter (MCEKF), which uses the MCC rather than the minimal mean square error (MMSE) as the optimization criterion, is used to enhance performance in non-Gaussian situations. Finally, a performance evaluation will be conducted to compare the effectiveness of the suggested strategy in improving positioning to alternative system designs. Full article