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Interacting multiple model adaptive robust Kalman filter for process and measurement modeling errors simultaneously
DOI:10.1016/j.sigpro.2024.109743.png)
摘要
En 中文
This paper proposes an effective Interactive Multiple Model Adaptive Robust Kalman Filter (IMMARKF) without time delay to handle situations where both process modeling errors and measurement modeling errors exist simultaneously. Building upon the robust Centered Error Entropy Kalman Filter (CEEKF) for outlier measurements and the Adaptive Kalman Filter (AKF) for process modeling errors, the IMMARKF method combines the Gaussian optimality of the KF, the adaptability of AKF, and the robustness of CEEKF using the interacting multiple model (IMM) principle to adapt reasonably to changing application environments, and can obtain estimation results in the absence of time delay. Target tracking simulations show that compared to existing methods, the proposed method can better adapt to non-stationary noise and application environments where process anomalies and measurement anomalies occur simultaneously.
Keyword:
Kalman filter
Robust filter
Adaptive filter
Centered error entropy
Interacting multiple model
期刊
IF:
3.6
论文数:
10.0K
被引数:
1.7W
机构
引用论文
Multi-kernel correntropy based extended Kalman filtering for state-of-charge estimation基于多核熵的扩展卡尔曼滤波的荷电状态估计
ISA TRANSACTIONS
IF6.5

