Pages that link to "Item:Q1678568"
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The following pages link to Square-root algorithms for maximum correntropy estimation of linear discrete-time systems in presence of non-Gaussian noise (Q1678568):
Displaying 8 items.
- Itô-Taylor-based square-root unscented Kalman filtering methods for state estimation in nonlinear continuous-discrete stochastic systems (Q1996678) (← links)
- NIRK-based Cholesky-factorized square-root accurate continuous-discrete unscented Kalman filters for state estimation in nonlinear continuous-time stochastic models with discrete measurements (Q2010245) (← links)
- Distributed filtering based on Cauchy-kernel-based maximum correntropy subject to randomly occurring cyber-attacks (Q2059390) (← links)
- Overall hyperbolic-singular-value-decomposition-based square-root solutions in Kalman filters with deterministically sampled mean and covariance for state estimation in continuous-discrete nonlinear stochastic systems (Q2157851) (← links)
- Outlier-robust Kalman filters with mixture correntropy (Q2181396) (← links)
- Laplace \(\ell_1\) square-root cubature Kalman filter for non-Gaussian measurement noises (Q6046620) (← links)
- Maximum‐correntropy‐based Kalman filtering for time‐varying systems with randomly occurring uncertainties: An event‐triggered approach (Q6068513) (← links)
- Non-iterative Cauchy kernel-based maximum correntropy cubature Kalman filter for non-Gaussian systems (Q6158946) (← links)
