2 papers
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…