#5845. Multi-Kernel Maximum Correntropy Kalman Filter

July 2026publication date
Proposal available till 17-05-2025
4 total number of authors per manuscript0 $

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Journal’s subject area:
Computer Science (all);
Mechanical Engineering;
Control and Systems Engineering;
Electrical and Electronic Engineering;
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Abstract:
Maximum correntropy criterion (MCC) has been widely used in Kalman filter to cope with heavy-tailed measurement noises. However, its performance on mitigating non-Gaussian process noises and unknown disturbance is rarely explored. In this letter, we extend the definition of correntropy from a single kernel to multiple kernels. Then, we derive a multi-kernel maximum correntropy Kalman filter (MKMCKF) to cope with multivariate non-Gaussian noises and disturbance. Three examples are provided to show the effectiveness of the proposed methods.
Keywords:
disturbance; Kalman filter; Multi-kernel correntropy; non-Gaussian noises

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