Distributed Kalman Filter with Maximum Correlation Entropy Criterion and Consensus Weighted Term Fusion

Distributed maximum correntropy Kalman filters improve robustness to non-Gaussian noise, but existing variants generally introduce consensus through average or weighted fusion without explicitly separating the innovation residual from the state-disagreement residual in a dimensionally consistent objective. This paper proposes a Distributed Maximum Correntropy Kalman Filter with Innovation and Consensus Weighting Terms (DMCKF-IW-CWT). The innovation and consensus residuals are normalized separately and mapped by Gaussian kernels, after which the resulting information matrices are incorporated into a fixed-point local update. Posterior covariance intersection (CI) is then used to fuse neighboring estimates without requiring the unavailable cross-covariances. A sufficient contraction condition is given for the fixed-point iteration. In a five-node benchmark with 500 independent Monte Carlo runs and 1000 sampling steps, the proposed method obtains overall, transient, and steady-state MAEs of 0.172210, 0.188271, and 0.168195, respectively, corresponding to reductions of 0.254%, 0.526%, and 0.178% relative to DMCKF-W; the paired 95% confidence intervals of all three differences remain below zero. The consensus RMS is further reduced by 5.371%. Additional tests involving five noise families, packet loss and communication noise, a four-state nonlinear model, and systems with up to eight states and twenty nodes confirm the numerical convergence and extensibility of the framework.