3 papers
stat.AP2020
Outlier-robust Kalman Filter in the Presence of Correlated Measurements
Hongwei Wang, Yuanyuan Liu, Wei Zhang +1
We consider the robust filtering problem for a state-space model with outliers in correlated measurements. We propose a new robust filtering framework to further improve the robust…
stat.ME2019
Outlier-robust Kalman filters with mixture correntropy
Hongwei Wang, Wei Zhang, Junyi Zuo +1
We consider the robust filtering problem for a nonlinear state-space model with outliers in measurements. To improve the robustness of the traditional Kalman filtering algorithm, w…
stat.AP2018
Maximum Correntropy Derivative-Free Robust Kalman Filter and Smoother
Hongwei Wang, Hongbin Li, Junyi Zuo +2
We consider the problem of robust estimation involving filtering and smoothing for nonlinear state space models which are disturbed by heavy-tailed impulsive noises. To deal with h…