Minimum entropy filtering for multivariate stochastic systems with non-Gaussian noises

DOI10.1109/TAC.2006.872771zbMath1366.93655MaRDI QIDQ5281820

Hong Wang, Lei Guo

Publication date: 27 July 2017

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Mathematics Subject Classification ID

93E11: Filtering in stochastic control theory

60G35: Signal detection and filtering (aspects of stochastic processes)

Related Items

Joint stochastic distribution tracking control for multivariate descriptor systems with non-gaussian variables, Fault tolerance analysis for stochastic systems using switching diffusion processes, Improved minimum entropy filtering for continuous nonlinear non-Gaussian systems using a generalized density evolution equation, A natural gradient algorithm for stochastic distribution systems, Set-membership filtering for time-varying systems with mixed time-delays under round-robin and weighted try-once-discard protocols, Distributed set-valued estimation in sensor networks with limited communication data rate, Minimum error entropy filter for fault detection of networked control systems, Some further results on the minimum error entropy estimation, Statistical information based single neuron adaptive control for non-Gaussian stochastic systems, On the smoothed minimum error entropy criterion, Delay-range-dependent \(L_{2}-L_{\infty }\) filtering for stochastic systems with time-varying interval delay, Function based fault detection for uncertain multivariate nonlinear non-Gaussian stochastic systems using entropy optimization principle, Resilient minimum entropy filter design for non-Gaussian stochastic systems, Global robust point dissipativity of interval neural networks with mixed time-varying delays, Distribution function tracking filter design using hybrid characteristic functions, Fault isolation for multivariate nonlinear non-Gaussian systems using generalized entropy optimization principle, Filter design based on characteristic functions for one class of multi-dimensional nonlinear non-Gaussian systems, Event-based distributed set-membership filtering for a class of time-varying non-linear systems over sensor networks with saturation effects, Error-constrained finite-horizon tracking control with incomplete measurements and bounded noises