In practical applications, factors such as pulse interference, sensor malfunctions, and other factors can lead to observation noise exhibiting a non-Gaussian distribution, which will impair the performance of the classical cubature Kalman filter (CKF) algorithm. The existing CKF algorithm exhibits some limitations in handling complex non-Gaussian noise, and its performance may be somewhat inadequate for such scenarios. In this letter, a modified generalized minimum error entropy criterion with fiducial point (GMEEFP) is studied to ensure that the error comes together to around zero, and a new CKF algorithm based on the GMEEFP criterion, called GMEEFP-CKF algorithm, is developed. To demonstrate the practicality of the GMEEFP-CKF algorithm, several simulations are performed, and it is demonstrated that the proposed GMEEFP-CKF algorithm outperforms the existing CKF algorithms with impulse noise.
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