Search Results (11)

Simultaneous Localization and Mapping (SLAM) is an effective method for estimating and correcting the pose of the mobile robot. However, a large amount of external noise and observed outliers in complex unknown environments often lead to a decrease in the estimation accuracy and robustness of the SLAM algorithm. To improve the performance of the Square Root Unscented Kalman Filter SLAM (SRUKF-SLAM), this paper proposes the Maximum Correntropy Square Root Unscented Kalman Filter SLAM (MCSRUKF-SLAM) algorithm. The method first generates an estimate of the predicted state and covariance matrix through the Unscented Transform (UT), and then obtains the square root matrix of the covariance through Cholesky and QR decomposition to replace the original covariance, effectively preserving the positive definiteness of the covariance and improving the accuracy of the algorithm. Moreover, the proposed MCSRUKF-SLAM recharacterizes measurement information at the cost of the Maximum Correntropy (MC) instead of the Minimum Mean Square Error (MMSE), effectively improving the SLAM algorithm’s ability to suppress non-Gaussian noise. The simulation results show that compared with EKF-SLAM, UKF-SLAM, SRUKF-SLAM, and MCUKF-SLAM, the accuracy of the proposed MCSRUKF-SLAM in Gaussian mixture noise improves by 81.8%, 80.9%, 78.7%, and 63.6%, and the accuracy of the proposed MCSRUKF-SLAM in colored noise improves by 50.3%, 39.9%, 38.2%, and 36.3%. Full article

The safe operation of unmanned ground vehicles (UGVs) demands fundamental and essential requirements for continuous and reliable positioning performance. Traditional coupled navigation systems, combining the global navigation satellite system (GNSS) with an inertial navigation system (INS), provide continuous, drift-free position estimation. However, challenges like GNSS signal interference and blockage in complex scenarios can significantly degrade system performance. Moreover, ultra-wideband (UWB) technology, known for its high precision, is increasingly used as a complementary system to the GNSS. To tackle these challenges, this paper proposes a novel tightly coupled INS/UWB/GNSS-RTK integrated positioning system framework, leveraging a variational Bayesian adaptive Kalman filter based on the maximum mixture correntropy criterion. This framework is introduced to provide a high-precision and robust navigation solution. By incorporating the maximum mixture correntropy criterion, the system effectively mitigates interference from anomalous measurements. Simultaneously, variational Bayesian estimation is employed to adaptively adjust noise statistical characteristics, thereby enhancing the robustness and accuracy of the integrated system’s state estimation. Furthermore, sensor measurements are tightly integrated with the inertial measurement unit (IMU), facilitating precise positioning even in the presence of interference from multiple signal sources. A series of real-world and simulation experiments were carried out on a UGV to assess the proposed approach’s performance. Experimental results demonstrate that the approach provides superior accuracy and stability in integrated system state estimation, significantly mitigating position drift error caused by uncertainty-induced disturbances. In the presence of non-Gaussian noise disturbances introduced by anomalous measurements, the proposed approach effectively implements error control, demonstrating substantial advantages in positioning accuracy and robustness. Full article

In the underwater domain where Autonomous Underwater Vehicles (AUVs) operate, measurements may suffer from the impact of outliers and non-Gaussian noise. These factors can potentially undermine the efficacy of integrated navigation algorithms. The Maximum Correntropy Criterion (MCC) can be utilized to enhance the robustness of AUV integrated navigation algorithms through the construction and maximization of the correntropy function. Notwithstanding, the underwater environment occasionally presents unknown time-varying noise, a situation for which the MCC lacks adaptability. In response to this issue, our study introduces a novel integrated navigation algorithm that synergizes the MCC and the Variational Bayesian approach, thereby augmenting both the robustness and adaptability of the system. Initially, we implement the MCC along with a mixture kernel function in an Unscented Kalman Filter (UKF) to strengthen the robustness of the AUV integrated navigation algorithms amidst the complexities inherent to underwater environmental conditions. Additionally, we utilize the Variational Bayesian method to refine the approximation of measurement noise covariance, thereby boosting the algorithm’s adaptability to fluctuating scenarios. We evaluate the performance of our proposed algorithm using both simulation and sea trial datasets. The experimental results reveal a significant enhancement in the Root Mean Square Error (RMSE) and navigation accuracy of our proposed algorithm. Notably, in a complex noise environment, our algorithm achieves, approximately, a 50% improvement in navigation accuracy over other established algorithms. Full article

This paper addresses the multi-sensor fusion target tracking problem based on maximum mixture correntropy in non-Gaussian noise environments exclusively using Doppler measurements. As Doppler measurements are non-linear, a statistical linear regression model is constructed using the unscented transformation. Then, a centralized measurement model is developed, and the mixture correntropy is determined, which contains the high-order statistics of state prediction and the measurement error caused by noise. Then, a robust fusion filter is proposed by maximizing the mixture-correntropy-based cost. To improve numerical stability, the information filter and corresponding square root version are also derived. Furthermore, the performance of the proposed algorithm is analyzed, and the selection of the kernel width is discussed. Experiments are performed using simulated data and automatic driving software. The results show that the estimation performance of the proposed algorithm is better with respect to outliers and mixture Gaussian noise than that of traditional methods. Full article

The maximum correntropy Kalman filter (MCKF) is an effective algorithm that was proposed to solve the non-Gaussian filtering problem for linear systems. Compared with the original Kalman filter (KF), the MCKF is a sub-optimal filter with Gaussian correntropy objective function, which has been demonstrated to have excellent robustness to non-Gaussian noise. However, the performance of MCKF is affected by its kernel bandwidth parameter, and a constant kernel bandwidth may lead to severe accuracy degradation in non-stationary noises. In order to solve this problem, the mixture correntropy method is further explored in this work, and an improved maximum mixture correntropy KF (IMMCKF) is proposed. By derivation, the random variables that obey Beta-Bernoulli distribution are taken as intermediate parameters, and a new hierarchical Gaussian state-space model was established. Finally, the unknown mixing probability and state estimation vector at each moment are inferred via a variational Bayesian approach, which provides an effective solution to improve the applicability of MCKFs in non-stationary noises. Performance evaluations demonstrate that the proposed filter significantly improves the existing MCKFs in non-stationary noises. Full article

The performance assessment of any control system plays a key role in industrial control systems. To meet the real-time requirements of modern control systems, a quick and accurate evaluation of the performance of a system is necessary. In this paper, a performance assessment method of a non-Gaussian control system based on mixture correntropy is proposed for non-Gaussian stochastic systems. Mixture correntropy can solve the problem of minimum entropy translation invariance. When the expected output of a system is unavailable, mixture correntropy combined with the estimation of distribution algorithm (EDA) is used for system identification and noise distribution estimation so as to calculate the benchmark of entropy-based performance assessment. When the expected output of a system is available, the mixture correntropy is directly used as the index to evaluate the performance of the system. To improve the real-time aspect of the performance assessment, an improved EDA is presented to obtain the evaluation index more quickly. For both Gaussian and non-Gaussian systems, the mixture correntropy and the improved identification algorithm are used for system performance assessment, and the results are compared with the minimum entropy index and the probability density function (PDF) curve coincident area index. The comparisons verify the rationality and effectiveness of the correntropy index and the rapidity of the improved EDA algorithm. Full article

Kernel adaptive filtering (KAF) is an effective nonlinear learning algorithm, which has been widely used in time series prediction. The traditional KAF is based on the stochastic gradient descent (SGD) method, which has slow convergence speed and low filtering accuracy. Hence, a kernel conjugate gradient (KCG) algorithm has been proposed with low computational complexity, while achieving comparable performance to some KAF algorithms, e.g., the kernel recursive least squares (KRLS). However, the robust learning performance is unsatisfactory, when using KCG. Meanwhile, correntropy as a local similarity measure defined in kernel space, can address large outliers in robust signal processing. On the basis of correntropy, the mixture correntropy is developed, which uses the mixture of two Gaussian functions as a kernel function to further improve the learning performance. Accordingly, this article proposes a novel KCG algorithm, named the kernel mixture correntropy conjugate gradient (KMCCG), with the help of the mixture correntropy criterion (MCC). The proposed algorithm has less computational complexity and can achieve better performance in non-Gaussian noise environments. To further control the growing radial basis function (RBF) network in this algorithm, we also use a simple sparsification criterion based on the angle between elements in the reproducing kernel Hilbert space (RKHS). The prediction simulation results on a synthetic chaotic time series and a real benchmark dataset show that the proposed algorithm can achieve better computational performance. In addition, the proposed algorithm is also successfully applied to the practical tasks of malware prediction in the field of malware analysis. The results demonstrate that our proposed algorithm not only has a short training time, but also can achieve high prediction accuracy. Full article

The electricity consumption forecasting (ECF) technology plays a crucial role in the electricity market. The support vector regression (SVR) is a nonlinear prediction model that can be used for ECF. The electricity consumption (EC) data are usually nonlinear and non-Gaussian and present outliers. The traditional SVR with the mean-square error (MSE), however, is insensitive to outliers and cannot correctly represent the statistical information of errors in non-Gaussian situations. To address this problem, a novel robust forecasting method is developed in this work by using the mixture maximum correntropy criterion (MMCC). The MMCC, as a novel cost function of information theoretic, can be used to solve non-Gaussian signal processing; therefore, in the original SVR, the MSE is replaced by the MMCC to develop a novel robust SVR method (called MMCCSVR) for ECF. Besides, the factors influencing users’ EC are investigated by a data statistical analysis method. We find that the historical temperature and historical EC are the main factors affecting future EC, and thus these two factors are used as the input in the proposed model. Finally, real EC data from a shopping mall in Guangzhou, China, are utilized to test the proposed ECF method. The forecasting results show that the proposed ECF method can effectively improve the accuracy of ECF compared with the traditional SVR and other forecasting algorithms. Full article

Strap-down inertial navigation system/celestial navigation system (SINS/CNS) integrated navigation is a high precision navigation technique for ballistic missiles. The traditional navigation method has a divergence in the position error. A deeply integrated mode for SINS/CNS navigation system is proposed to improve the navigation accuracy of ballistic missile. The deeply integrated navigation principle is described and the observability of the navigation system is analyzed. The nonlinearity, as well as the large outliers and the Gaussian mixture noises, often exists during the actual navigation process, leading to the divergence phenomenon of the navigation filter. The new nonlinear Kalman filter on the basis of the maximum correntropy theory and unscented transformation, named the maximum correntropy unscented Kalman filter, is deduced, and the computational complexity is analyzed. The unscented transformation is used for restricting the nonlinearity of the system equation, and the maximum correntropy theory is used to deal with the non-Gaussian noises. Finally, numerical simulation illustrates the superiority of the proposed filter compared with the traditional unscented Kalman filter. The comparison results show that the large outliers and the influence of non-Gaussian noises for SINS/CNS deeply integrated navigation is significantly reduced through the proposed filter. Full article

Data or signal separation is one of the critical areas of data analysis. In this work, the problem of non-negative data separation is considered. The problem can be briefly described as follows: given $\mathbf{X}\in {\mathbb{R}}^{m\times N}$ , find $\mathbf{A}\in {\mathbb{R}}^{m\times n}$ and $\mathbf{S}\in {\mathbb{R}}_{+}^{n\times N}$ such that $\mathbf{X}=\mathbf{A}\mathbf{S}$ . Specifically, the problem with sparse locally dominant sources is addressed in this work. Although the problem is well studied in the literature, a test to validate the locally dominant assumption is not yet available. In addition to that, the typical approaches available in the literature sequentially extract the elements of the mixing matrix. In this work, a mathematical modeling-based approach is presented that can simultaneously validate the assumption, and separate the given mixture data. In addition to that, a correntropy-based measure is proposed to reduce the model size. The approach presented in this paper is suitable for big data separation. Numerical experiments are conducted to illustrate the performance and validity of the proposed approach. Full article

A robust sparse least-mean mixture-norm (LMMN) algorithm is proposed, and its performance is appraised in the context of estimating a broadband multi-path wireless channel. The proposed algorithm is implemented via integrating a correntropy-induced metric (CIM) penalty into the conventional LMMN algorithm to modify the basic cost function, which is denoted as the CIM-based LMMN (CIM-LMMN) algorithm. The proposed CIM-LMMN algorithm is derived in detail within the kernel framework. The updating equation of CIM-LMMN can provide a zero attractor to attract the non-dominant channel coefficients to zeros, and it also gives a tradeoff between the sparsity and the estimation misalignment. Moreover, the channel estimation behavior is investigated over a broadband sparse multi-path wireless channel, and the simulation results are compared with the least mean square/fourth (LMS/F), least mean square (LMS), least mean fourth (LMF) and the recently-developed sparse channel estimation algorithms. The channel estimation performance obtained from the designated sparse channel estimation demonstrates that the CIM-LMMN algorithm outperforms the recently-developed sparse LMMN algorithms and the relevant sparse channel estimation algorithms. From the results, we can see that our CIM-LMMN algorithm is robust and is superior to these mentioned algorithms in terms of both the convergence speed rate and the channel estimation misalignment for estimating a sparse channel. Full article