Improved minimum entropy filtering for continuous nonlinear non-Gaussian systems using a generalized density evolution equation

DOI10.3390/E15072510zbMATH Open1338.93377OpenAlexW2005745996MaRDI QIDQ280433FDOQ280433

Authors: Mifeng Ren, Fang Fang, Guolian Hou, Jinliang Xu, Jianhua Zhang 

Publication date: 10 May 2016

Published in: Entropy (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3390/e15072510

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zbMATH Keywords

stochastic filteringexponentially mean-square boundednessgeneralized density evolution equationnon-Gaussian systems

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11)

Cites Work

• Information theoretic learning. Renyi's entropy and kernel perspectives
• Nonlinear and non-Gaussian state-space modeling with Monte Carlo simulations
• Recursive Bayesian estimation using piecewise constant approximations
• Filtering on nonlinear time-delay stochastic systems
• A sigma point-based resampling algorithm in particle filter
• A gain modification form for Kalman filtering under state inequality constraints
• Non-Gaussian State-Space Modeling of Nonstationary Time Series
• Particle Filtering for Large-Dimensional State Spaces With Multimodal Observation Likelihoods
• Fault detection and diagnosis for general stochastic systems using B-spline expansions and nonlinear filters
• Risk-sensitive filtering for nonlinear Markov jump systems on the basis of particle approximation
• Minimum entropy filtering for multivariate stochastic systems with non-Gaussian noises
• Stochastic Dynamics of Structures
• Distribution function tracking filter design using hybrid characteristic functions

Cited In (3)

• Minimum entropy control for multivariate non-Gaussian systems
• UKF Based Nonlinear Filtering Using Minimum Entropy Criterion
• Resilient minimum entropy filter design for non-Gaussian stochastic systems

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