Minimum entropy filtering for a single output non-Gaussian stochastic system using state transformation

DOI10.1016/J.AUTOMATICA.2024.111692zbMATH Open1548.93121MaRDI QIDQ6574429FDOQ6574429

Authors Qichun Zhang, Zhengtao Ding, Hong Wang 

Publication date 18 July 2024

Published in Automatica (Search for Journal in Brave)

zbMATH Keywords

non-Gaussian distributionstochastic non-linear systemsminimum entropy filtering

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Nonlinear systems in control theory (93C10) Estimation and detection in stochastic control theory (93E10)

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Cites Work

• A differential geometric approach to nonlinear filtering: the projection filter
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• Bounded dynamic stochastic systems. Modelling and control
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• Filtering of Stochastic Nonlinear Differential Systems via a Carleman Approximation Approach
• Global Output Feedback Stabilization of Nonlinear Systems With Nonlinearity of Unmeasured States
• Information theoretic learning. Renyi's entropy and kernel perspectives
• Issues in sampling and estimating continuous-time models with stochastic disturbances
• Minimum entropy control of non-Gaussian dynamic stochastic systems
• Minimum entropy filtering for multivariate stochastic systems with non-Gaussian noises
• New results in linear filtering and prediction theory
• Nonlinear Bayesian estimation using Gaussian sum approximations
• Nonlinear and adaptive control systems
• Open-loop discretization methods for control systems design
• RBFNN-Based Minimum Entropy Filtering for a Class of Stochastic Nonlinear Systems
• Stochastic stability of the discrete-time extended Kalman filter
• The Polynomial Approach to the LQ non-Gaussian Regulator Problem through Output Injection
• UKF Based Nonlinear Filtering Using Minimum Entropy Criterion
• Uncertainties for recursive estimators in nonlinear state-space models, with applications to epidemiology

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