最大熵递归三步滤波器

IF 2.1 3区 计算机科学 Q3 AUTOMATION & CONTROL SYSTEMS
Yike Zhang , Xinmin Song , Wei Xing Zheng
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引用次数: 0

摘要

递归三步滤波器常用于未知输入直接馈通系统的状态估计,即未知输入同时影响状态方程和测量方程的系统。然而,当系统受到非高斯噪声,特别是重尾脉冲噪声的干扰时,这种递推三步滤波器的性能会下降。提出了一种能有效处理非高斯测量噪声污染的最大熵递推三步滤波器。该滤波器的推导是在传统递推三步滤波器的基础上,利用最大熵准则和不动点迭代算法同时估计未知输入和状态。结果表明,当核带宽趋近于无穷大时,推导出的最大熵递推三步滤波器将退化为传统的递推三步滤波器。最后,通过仿真实验验证了该算法的有效性和可靠性。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Maximum correntropy recursive three-step filter
Recursive three-step filters are often used for state estimation of systems with unknown input direct feedthrough, that is, systems where the unknown input simultaneously affect the state equation and measurement equation. However, when the system is disturbed by non-Gaussian noise, especially heavy-tailed impulsive noise, the performance of such recursive three-step filters will deteriorate. This paper proposes a maximum correntropy recursive three-step filter that can effectively handle non-Gaussian measurement noise pollution. The derivation of this filter is based on the traditional recursive three-step filter and utilizes a maximum correntropy criterion and a fixed-point iterative algorithm to simultaneously estimate the unknown input and state. It is shown that when the kernel bandwidths approach infinity, the derived maximum correntropy recursive three-step filter will degenerate into the traditional recursive three-step filter. Finally, the effectiveness and reliability of the proposed algorithm are demonstrated through simulation experiments.
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来源期刊
Systems & Control Letters
Systems & Control Letters 工程技术-运筹学与管理科学
CiteScore
4.60
自引率
3.80%
发文量
144
审稿时长
6 months
期刊介绍: Founded in 1981 by two of the pre-eminent control theorists, Roger Brockett and Jan Willems, Systems & Control Letters is one of the leading journals in the field of control theory. The aim of the journal is to allow dissemination of relatively concise but highly original contributions whose high initial quality enables a relatively rapid review process. All aspects of the fields of systems and control are covered, especially mathematically-oriented and theoretical papers that have a clear relevance to engineering, physical and biological sciences, and even economics. Application-oriented papers with sophisticated and rigorous mathematical elements are also welcome.
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