The extended Kalman filter(EKF)is extensively applied in integrated navigation systems that combine the global navigation satellite system(GNSS)and strap-down inertial navigation system(SINS).However,the performance o...The extended Kalman filter(EKF)is extensively applied in integrated navigation systems that combine the global navigation satellite system(GNSS)and strap-down inertial navigation system(SINS).However,the performance of the EKF can be severely impacted by non-Gaussian noise and measurement noise uncertainties,making it difficult to achieve optimal GNSS/INS integration.Dealing with non-Gaussian noise remains a significant challenge in filter development today.Therefore,the maximum correntropy criterion(MCC)is utilized in EKFs to manage heavytailed measurement noise.However,its capability to handle non-Gaussian process noise and unknown disturbances remains largely unexplored.In this paper,we extend correntropy from using a single kernel to a multi-kernel approach.This leads to the development of a multi-kernel maximum correntropy extended Kalman filter(MKMC-EKF),which is designed to effectively manage multivariate non-Gaussian noise and disturbances.Further,theoretical analysis,including advanced stability proofs,can enhance understanding,while hybrid approaches integrating MKMC-EKF with particle filters may improve performance in nonlinear systems.The MKMC-EKF enhances estimation accuracy using a multi-kernel bandwidth approach.As bandwidth increases,the filter’s sensitivity to non-Gaussian features decreases,and its behavior progressively approximates that of the iterated EKF.The proposed approach for enhancing positioning in navigation is validated through performance evaluations,which demonstrate its practical applications in real-world systems like GPS navigation and measuring radar targets.展开更多
基金the support from National Science and Technology Council,Taiwan under grant numbers NSTC 113-2811-E-019-001 and NSTC 113-2221-E-019-059.
文摘The extended Kalman filter(EKF)is extensively applied in integrated navigation systems that combine the global navigation satellite system(GNSS)and strap-down inertial navigation system(SINS).However,the performance of the EKF can be severely impacted by non-Gaussian noise and measurement noise uncertainties,making it difficult to achieve optimal GNSS/INS integration.Dealing with non-Gaussian noise remains a significant challenge in filter development today.Therefore,the maximum correntropy criterion(MCC)is utilized in EKFs to manage heavytailed measurement noise.However,its capability to handle non-Gaussian process noise and unknown disturbances remains largely unexplored.In this paper,we extend correntropy from using a single kernel to a multi-kernel approach.This leads to the development of a multi-kernel maximum correntropy extended Kalman filter(MKMC-EKF),which is designed to effectively manage multivariate non-Gaussian noise and disturbances.Further,theoretical analysis,including advanced stability proofs,can enhance understanding,while hybrid approaches integrating MKMC-EKF with particle filters may improve performance in nonlinear systems.The MKMC-EKF enhances estimation accuracy using a multi-kernel bandwidth approach.As bandwidth increases,the filter’s sensitivity to non-Gaussian features decreases,and its behavior progressively approximates that of the iterated EKF.The proposed approach for enhancing positioning in navigation is validated through performance evaluations,which demonstrate its practical applications in real-world systems like GPS navigation and measuring radar targets.
