Jiayi Kang

The Stochastic Stability Analysis for Outlier Robustness of Kalman-Type Filtering Framework Based on Correntropy-Induced Cost

2024 · IEEE Transactions on Automatic Control

This note introduces the modified extended Kalman filter (MEKF), reformulating the EKF update step within a nonlinear regression framework. We propose a novel outlier-robust scheme, MCIC-MEKF, utilizing the minimum correntropy-induced cost (MCIC) criterion. We provide …