Maximum Correntropy Criterion-Based UKF for Loosely Coupling INS and UWB in Indoor Localization

Indoor positioning is a key technology in today’s intelligent environments,and it plays a crucial role in many application areas.This paper proposed an unscented Kalman filter(UKF)based on the maximum correntropy criterion(MCC)instead of the minimummean square error criterion(MMSE).This innovative approach is applied to the loose coupling of the Inertial Navigation System(INS)and Ultra-Wideband(UWB).By introducing the maximum correntropy criterion,the MCCUKF algorithm dynamically adjusts the covariance matrices of the system noise and the measurement noise,thus enhancing its adaptability to diverse environmental localization requirements.Particularly in the presence of non-Gaussian noise,especially heavy-tailed noise,the MCCUKF exhibits superior accuracy and robustness compared to the traditional UKF.The method initially generates an estimate of the predicted state and covariance matrix through the unscented transform(UT)and then recharacterizes the measurement information using a nonlinear regression method at the cost of theMCC.Subsequently,the state and covariance matrices of the filter are updated by employing the unscented transformation on the measurement equations.Moreover,to mitigate the influence of non-line-of-sight(NLOS)errors positioning accuracy,this paper proposes a k-medoid clustering algorithm based on bisection k-means(Bikmeans).This algorithm preprocesses the UWB distance measurements to yield a more precise position estimation.Simulation results demonstrate that MCCUKF is robust to the uncertainty of UWB and realizes stable integration of INS and UWB systems.

Maximum Correntropy Kalman Filtering for Non-Gaussian Systems With State Saturations and Stochastic Nonlinearities

This paper tackles the maximum correntropy Kalman filtering problem for discrete time-varying non-Gaussian systems subject to state saturations and stochastic nonlinearities. The stochastic nonlinearities, which take the form of statemultiplicative noises, are introduced in systems to describe the phenomenon of nonlinear disturbances. To resist non-Gaussian noises, we consider a new performance index called maximum correntropy criterion(MCC) which describes the similarity between two stochastic variables. To enhance the “robustness” of the kernel parameter selection on the resultant filtering performance, the Cauchy kernel function is adopted to calculate the corresponding correntropy. The goal of this paper is to design a Kalman-type filter for the underlying systems via maximizing the correntropy between the system state and its estimate. By taking advantage of an upper bound on the one-step prediction error covariance, a modified MCC-based performance index is constructed. Subsequently, with the assistance of a fixed-point theorem, the filter gain is obtained by maximizing the proposed cost function. In addition, a sufficient condition is deduced to ensure the uniqueness of the fixed point. Finally, the validity of the filtering method is tested by simulating a numerical example.

Robust multi-task distributed estimation based on generalized maximum correntropy criterion

False data injection(FDI) attacks are common in the distributed estimation of multi-task network environments, so an attack detection strategy is designed by combining the generalized maximum correntropy criterion. Based on this, we propose a diffusion least-mean-square algorithm based on the generalized maximum correntropy criterion(GMCC-DLMS)for multi-task networks. The algorithm achieves gratifying estimation results. Even more, compared to the related work,it has better robustness when the number of attacked nodes increases. Moreover, the assumption about the number of attacked nodes is relaxed, which is applicable to multi-task environments. In addition, the performance of the proposed GMCC-DLMS algorithm is analyzed in the mean and mean-square senses. Finally, simulation experiments confirm the performance and effectiveness against FDI attacks of the algorithm.

A NEW CORRENTROPY BASED TDE METHOD UNDER α-STABLE DISTRIBUTION NOISE ENVIRONMENT

This paper presents a robust time delay estimation algorithm for the α-Stable noise based on correntropy. Many time delay estimation algorithms derived for impulsive stable noise are based on the theory of Fractional Lower Order Statistics (FLOS). Unlike previously introduced FLOS-type algorithms, the new algorithm is proposed to estimate the time delay by maximizing the generalized correlation function of two observed signals needing neither prior information nor estimation of the numerical value of the stable noise's characteristic exponent. An interval for kernel selection is found for a wide range of characteristic exponent values of α-Stable distribution. Simulations show the proposed algorithm offers superior performance over the existing covariation time delay estimation, least mean p-norm time delay estimation and achieves slightly improved performance than fractional lower order covariance time delay estimation at lower signal to noise ratio when the noise is highly impulsive.

Robust Digital Non-Linear Self-Interference Cancellation in Full Duplex Radios with Maximum Correntropy Criterion

Full duplex radio increases the frequency efficiency but its performance is limited by the self-interference （SI）. We first analyze the multiple noises in the full duplex radio system and model such noises as an α - stable distribution. Then we formulate a novel non-Gaussian SI problem. Under the maximum correntropy criterion （MCC）, a robust digital non-linear self-interference cancellation algorithm is proposed for the SI channel estimation. A gradient descent based algorithm is derived to search the optimal solution. Simulation results show that the proposed algorithm can achieve a smaller estimation error and a higher pseudo signal to interference plus noise ratio （PSINR） than the well-known least mean square （LMS） algorithm and least square （LS） algorithm.

Towards improving detection performance for malware with a correntropy-based deep learning method

With the rapid development of Internet of Things(IoT)technologies,the detection and analysis of malware have become a matter of concern in the industrial application of Cyber-Physical System(CPS)that provides various services using the IoT paradigm.Currently,many advanced machine learning methods such as deep learning are popular in the research of malware detection and analysis,and some achievements have been made so far.However,there are also some problems.For example,considering the noise and outliers in the existing datasets of malware,some methods are not robust enough.Therefore,the accuracy of malware classification still needs to be improved.Aiming at this issue,we propose a novel method that combines the correntropy and the deep learning model.In our proposed method for malware detection and analysis,given the success of the mixture correntropy as an effective similarity measure in addressing complex datasets with noise,it is therefore incorporated into a popular deep learning model,i.e.,Convolutional Neural Network(CNN),to reconstruct its loss function,with the purpose of further detecting the features of outliers.We present the detailed design process of our method.Furthermore,the proposed method is tested both on a real-world malware dataset and a popular benchmark dataset to verify its learning performance.

Maximum correntropy-based pseudolinear Kalman filter for passive bearings-only target tracking

This paper proposes a new approach for solving the bearings-only target tracking (BoT) problem by introducing a maximum correntropy criterion to the pseudolinear Kalman filter (PLKF). PLKF has been a popular choice for solving BoT problems owing to the reduced computational complexity. However, the coupling between the measurement vector and pseudolinear noise causes bias in PLKF. To address this issue, a bias-compensated PLKF (BC-PLKF) under the assumption of Gaussian noise was formulated. However, this assumption may not be valid in most practical cases. Therefore, a bias-compensated PLKF with maximum correntropy criterion is introduced, resulting in two new filters: maximum correntropy pseudolinear Kalman filter (MC-PLKF) and maximum correntropy bias-compensated pseudolinear Kalman filter (MC-BC-PLKF). To demonstrate the performance of the proposed estimators, a comparative analysis assuming large outliers in the process and measurement model of 2D BoT is conducted. These large outliers are modeled as non-Gaussian noises with diverse noise distributions that combine Gaussian and Laplacian noises. The simulation results are validated using root mean square error (RMSE), average RMSE (ARMSE), percentage of track loss and bias norm. Compared to PLKF and BC-PLKF, all the proposed maximum correntropy-based filters (MC-PLKF and MC-BC-PLKF) performed with superior estimation accuracy.

Nonlinear Filtering With Sample-Based Approximation Under Constrained Communication:Progress, Insights and Trends

The nonlinear filtering problem has enduringly been an active research topic in both academia and industry due to its ever-growing theoretical importance and practical significance.The main objective of nonlinear filtering is to infer the states of a nonlinear dynamical system of interest based on the available noisy measurements. In recent years, the advance of network communication technology has not only popularized the networked systems with apparent advantages in terms of installation,cost and maintenance, but also brought about a series of challenges to the design of nonlinear filtering algorithms, among which the communication constraint has been recognized as a dominating concern. In this context, a great number of investigations have been launched towards the networked nonlinear filtering problem with communication constraints, and many samplebased nonlinear filters have been developed to deal with the highly nonlinear and/or non-Gaussian scenarios. The aim of this paper is to provide a timely survey about the recent advances on the sample-based networked nonlinear filtering problem from the perspective of communication constraints. More specifically, we first review three important families of sample-based filtering methods known as the unscented Kalman filter, particle filter,and maximum correntropy filter. Then, the latest developments are surveyed with stress on the topics regarding incomplete/imperfect information, limited resources and cyber security.Finally, several challenges and open problems are highlighted to shed some lights on the possible trends of future research in this realm.

Tracking Power System State Evolution with Maximum-correntropy-based Extended Kalman Filter

This paper develops a novel approach to track power system state evolution based on the maximum correntropy criterion,due to its robustness against non-Gaussian errors.It includes the temporal aspects on the estimation process within a maximum-correntropy-based extended Kalman filter(MCEKF),which is able to deal with both nonlinear supervisory control and data acquisition(SCADA)and phasor measurement unit(PMU)measurement models.By representing the behavior of the state variables with a nonparametric model within the kernel density estimation,it is possible to include abrupt state transitions as part of the process noise with non-Gaussian characteristics.Also,a novel strategy to update the size of Parzen windows in the kernel estimation is proposed to suppress the effects of suspect samples.By properly adjusting the kernel bandwidth,the proposed MCEKF keeps its accuracy during sudden load changes and contingencies,or in the presence of bad data.Simulations with IEEE test systems and the Brazilian interconnected system are carried out.The results show that the method deals with non-Gaussian noises in both the process and measurement,and provides accurate estimates of the system state under normal and abnormal conditions.

Non-iterative Cauchy kernel-based maximum correntropy cubature Kalman filter for non-Gaussian systems

This article addresses the nonlinear state estimation problem where the conventional Gaussian assumption is completely relaxed.Here,the uncertainties in process and measurements are assumed non-Gaussian,such that the maximum correntropy criterion(MCC)is chosen to replace the conventional minimum mean square error criterion.Furthermore,the MCC is realized using Gaussian as well as Cauchy kernels by defining an appropriate cost function.Simulation results demonstrate the superior estimation accuracy of the developed estimators for two nonlinear estimation problems.

A Heterogeneous Ensemble of Extreme Learning Machines with Correntropy and Negative Correlation

The Extreme Learning Machine（ELM） is an effective learning algorithm for a Single-Layer Feedforward Network（SLFN）. It performs well in managing some problems due to its fast learning speed. However, in practical applications, its performance might be affected by the noise in the training data. To tackle the noise issue, we propose a novel heterogeneous ensemble of ELMs in this article. Specifically, the correntropy is used to achieve insensitive performance to outliers, while implementing Negative Correlation Learning（NCL） to enhance diversity among the ensemble. The proposed Heterogeneous Ensemble of ELMs（HE2 LM） for classification has different ELM algorithms including the Regularized ELM（RELM）, the Kernel ELM（KELM）, and the L2-norm-optimized ELM（ELML2）. The ensemble is constructed by training a randomly selected ELM classifier on a subset of the training data selected through random resampling. Then, the class label of unseen data is predicted using a maximum weighted sum approach. After splitting the training data into subsets, the proposed HE2 LM is tested through classification and regression tasks on real-world benchmark datasets and synthetic datasets. Hence, the simulation results show that compared with other algorithms, our proposed method can achieve higher prediction accuracy, better generalization, and less sensitivity to outliers.

Kernel Entropy Based Extended Kalman Filter for GPS Navigation Processing

This paper investigates the kernel entropy based extended Kalman filter(EKF)as the navigation processor for the Global Navigation Satellite Systems(GNSS),such as the Global Positioning System(GPS).The algorithm is effective for dealing with non-Gaussian errors or heavy-tailed(or impulsive)interference errors,such as the multipath.The kernel minimum error entropy(MEE)and maximum correntropy criterion(MCC)based filtering for satellite navigation system is involved for dealing with non-Gaussian errors or heavy-tailed interference errors or outliers of the GPS.The standard EKF method is derived based on minimization of mean square error(MSE)and is optimal only under Gaussian assumption in case the system models are precisely established.The GPS navigation algorithm based on kernel entropy related principles,including the MEE criterion and the MCC will be performed,which is utilized not only for the time-varying adaptation but the outlier type of interference errors.The kernel entropy based design is a new approach using information from higher-order signal statistics.In information theoretic learning(ITL),the entropy principle based measure uses information from higher-order signal statistics and captures more statistical information as compared to MSE.To improve the performance under non-Gaussian environments,the proposed filter which adopts the MEE/MCC as the optimization criterion instead of using the minimum mean square error(MMSE)is utilized for mitigation of the heavy-tailed type of multipath errors.Performance assessment will be carried out to show the effectiveness of the proposed approach for positioning improvement in GPS navigation processing.

Combining supervised classifiers with unlabeled data

Ensemble learning is a wildly concerned issue.Traditional ensemble techniques are always adopted to seek better results with labeled data and base classifiers.They fail to address the ensemble task where only unlabeled data are available.A label propagation based ensemble(LPBE) approach is proposed to further combine base classification results with unlabeled data.First,a graph is constructed by taking unlabeled data as vertexes,and the weights in the graph are calculated by correntropy function.Average prediction results are gained from base classifiers,and then propagated under a regularization framework and adaptively enhanced over the graph.The proposed approach is further enriched when small labeled data are available.The proposed algorithms are evaluated on several UCI benchmark data sets.Results of simulations show that the proposed algorithms achieve satisfactory performance compared with existing ensemble methods.

Robust Object Tracking via Information Theoretic Measures

Object tracking is a very important topic in the field of computer vision.Many sophisticated appearance models have been proposed.Among them,the trackers based on holistic appearance information provide a compact notion of the tracked object and thus are robust to appearance variations under a small amount of noise.However,in practice,the tracked objects are often corrupted by complex noises(e.g.,partial occlusions,illumination variations)so that the original appearance-based trackers become less effective.This paper presents a correntropy-based robust holistic tracking algorithm to deal with various noises.Then,a half-quadratic algorithm is carefully employed to minimize the correntropy-based objective function.Based on the proposed information theoretic algorithm,we design a simple and effective template update scheme for object tracking.Experimental results on publicly available videos demonstrate that the proposed tracker outperforms other popular tracking algorithms.