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Space: Science & Technology / 2022 / Article / Alg 1

Research Article

Generalized Maximum Correntropy Kalman Filter for Target Tracking in TianGong-2 Space Laboratory

Algorithm 1

One step calculation for GMCKF
Input: shape parameter ; kernel bandwidth ; threshold for fixed-point iterative algorithm ; initial states estimate; initial covariance matrix ; computing time .
Output: state estimate at next step ; posterior covariance matrix at next step
Predict:
1. Calculate the prior estimate state
2. Calculate the prior estimate and covariance matrix
Update:
3. Calculate using Cholesky decomposition
4.
5.
6. Iteration initialization
,
7. do
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17. while
Obtain result:
18.
19.