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

DOI10.3390/E15072510MaRDI QIDQ280433zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

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

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11)

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Cites work

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

Cited in

(4)

• Minimum entropy control for multivariate non-Gaussian systems
• UKF Based Nonlinear Filtering Using Minimum Entropy Criterion
• Minimum entropy filtering for a single output non-Gaussian stochastic system using state transformation
• Resilient minimum entropy filter design for non-Gaussian stochastic systems

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