Outlier-Robust unscented Kalman filter based on generalized correntropy induced
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| Format: | Preprint |
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2026
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| _version_ | 1866913155561553920 |
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| author | Hu, Jinhui Zhao, Haiquan Peng, Yi |
| author_facet | Hu, Jinhui Zhao, Haiquan Peng, Yi |
| contents | Conventional Kalman filtering (KF) approaches exhibit significant limitations in addressing nonlinear state estimation problems contaminated by non-Gaussian noise disturbances. To overcome these challenges, this work proposes a robust iterative square root unscented Kalman Filter based on the generalized correntropy induced (SR-GCI-IUKF). While sharing the maximum correntropy criterion's (MCC) ability to characterize higher-order noise statistics, the proposed GCI framework exhibits intrinsic kernel bandwidth insensitivit a critical advantage enabling robust adaptation to diverse complex noise environments through its generalized kernel structure. For nonlinear state estimation challenges, the algorithm constructs a nonlinear error generalization model that dynamically corrects measurement-induced errors during the state update phase, thereby significantly enhancing estimation accuracy in strongly nonlinear regimes. Furthermore, the square-root decomposition implementation ensures numerical robustness by preserving covariance matrix positive definiteness throughout recursive operations. Theoretical stability guarantees are established through rigorous error dynamics analysis, demonstrating bounded estimation variance under non-Gaussian disturbances. Finally, experiments are carried out in nonlinear systems, land vehicle navigation systems as well as power system FASE to compare other robust algorithms, and it is determined that the proposed algorithm has stronger robustness. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2605_23499 |
| institution | arXiv |
| publishDate | 2026 |
| record_format | arxiv |
| spellingShingle | Outlier-Robust unscented Kalman filter based on generalized correntropy induced Hu, Jinhui Zhao, Haiquan Peng, Yi Signal Processing Conventional Kalman filtering (KF) approaches exhibit significant limitations in addressing nonlinear state estimation problems contaminated by non-Gaussian noise disturbances. To overcome these challenges, this work proposes a robust iterative square root unscented Kalman Filter based on the generalized correntropy induced (SR-GCI-IUKF). While sharing the maximum correntropy criterion's (MCC) ability to characterize higher-order noise statistics, the proposed GCI framework exhibits intrinsic kernel bandwidth insensitivit a critical advantage enabling robust adaptation to diverse complex noise environments through its generalized kernel structure. For nonlinear state estimation challenges, the algorithm constructs a nonlinear error generalization model that dynamically corrects measurement-induced errors during the state update phase, thereby significantly enhancing estimation accuracy in strongly nonlinear regimes. Furthermore, the square-root decomposition implementation ensures numerical robustness by preserving covariance matrix positive definiteness throughout recursive operations. Theoretical stability guarantees are established through rigorous error dynamics analysis, demonstrating bounded estimation variance under non-Gaussian disturbances. Finally, experiments are carried out in nonlinear systems, land vehicle navigation systems as well as power system FASE to compare other robust algorithms, and it is determined that the proposed algorithm has stronger robustness. |
| title | Outlier-Robust unscented Kalman filter based on generalized correntropy induced |
| topic | Signal Processing |
| url | https://arxiv.org/abs/2605.23499 |