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An Outlier Robust Finite Impulse Response Filter with Maximum Correntropy
2021
IEEE Access
Non-Gaussian noise is common in industrial applications, and it is a severe challenge to existing state estimators. In this paper, a novel robust maximum correntropy finite impulse response (MCFIR) filter is proposed to deal with the state estimation problem in the linear state-space system corrupted by outliers. The filter operates as a finite memory form, and thus it obtains superior immunity to noise statistics and process uncertainties than existing Kalman-like robust filters. Gaussian
doi:10.1109/access.2021.3053212
fatcat:s46ttxqd4jhsxkf4aewl5agl74