BIMSA > Seminar on Control Theory and Nonlinear Filtering Maximum Correntropy Ensemble Kalman Filter
Maximum Correntropy Ensemble Kalman Filter
Organizer
Shing Toung Yau
Speaker
Yangtianze Tao
Time
Tuesday, December 27, 2022 9:30 PM - 10:00 PM
Venue
Online
Abstract
In this presentation, a robust ensemble Kalman filter (EnKF) is proposed for nonlinear state-space model under non-Gaussian state and observation noises. This new EnKF is derived based on maximum correntropy criterion (MCC) cost function with suitable linearized approximation techniques. The experimental simulations demonstrate the effectiveness of the proposed new EnKF in the presence of various non-Gaussian noises.