Student's t Kernel-Based Maximum Correntropy Criterion Extended Kalman Filter for GPS Navigation

Abstract

Global Navigation Satellite System (GNSS) receivers may produce measurement outliers in real-world applications owing to various circumstances, including poor signal quality, multipath effects, data loss, satellite signal loss, or electromagnetic interference. This can lead to a noise distribution that is non-Gaussian heavy-tailed, affecting the effectiveness of satellite navigation filters. This paper presents a robust Extended Kalman Filter (EKF) based on the Maximum Correntropy Criterion with a Student's t kernel (STMCCEKF) for GPS navigation under non-Gaussian noise. Unlike traditional EKF and Gaussian-kernel MCCEKF, the proposed method enhances robustness by leveraging the heavy-tailed Student's t kernel, which effectively suppresses outliers and dynamic observation noise. A fixed-point iterative algorithm is used for state update, and a new posterior error covariance expression is derived. The simulation results demonstrate that STMCCEKF outperforms conventional filters in positioning accuracy and robustness, particularly in environments with impulsive noise and multipath interference. The Student's t-distribution kernel efficiently mitigates heavy-tailed non-Gaussian noise, while it adaptively adjusts process and measurement noise covariances, leading to improved estimation performance. A detailed explanation of several key concepts along with practical examples are discussed to aid in understanding and applying the Global Positioning System (GPS) navigation filter. By integrating cutting-edge reinforcement learning with robust statistical approaches, this work advances adaptive signal processing and estimation, offering a significant contribution to the field.