Maximum correntropy Kalman filter (Q503143)

From MaRDI portal

Jump to:navigation, search

scientific article

Language	Label	Description	Also known as
English	Maximum correntropy Kalman filter	scientific article

Statements

scholarly article

0 references

Maximum correntropy Kalman filter (English)

0 references

0 references

0 references

Jose C. Principe

0 references

0 references

0 references

publication date

11 January 2017

0 references

full work available at URL

https://arxiv.org/abs/1509.04580

0 references

zbMATH Keywords

Kalman filter

0 references

maximum correntropy criterion (MCC)

0 references

fixed-point algorithm

0 references

MaRDI profile type

MaRDI publication profile

0 references

0 references

0 references

Cubature Kalman Filters

0 references

Sparse/Robust Estimation and Kalman Smoothing with Nonsmooth Log-Concave Densities: Modeling, Computation, and Theory

0 references

Generalized Correntropy for Robust<?Pub _newline ?>Adaptive Filtering

0 references

Doubly Robust Smoothing of Dynamical Processes via Outlier Sparsity Constraints

0 references

${H}_{\infty }$ Filtering for Discrete-Time State-Delayed Systems With Finite Frequency Specifications

0 references

Robust Principal Component Analysis Based on Maximum Correntropy Criterion

0 references

A new method for the nonlinear transformation of means and covariances in filters and estimators

0 references

Robust finite frequency \(H_{\infty }\) filtering for uncertain 2-D Roesser systems

0 references

\(H_\infty\) and \(H_2\) filtering for linear systems with uncertain Markov transitions

0 references

Correntropy: Properties and Applications in Non-Gaussian Signal Processing

0 references

The Kalman filter: A robust estimator for some classes of linear quadratic problems

0 references

0 references

Smoothed state estimates under abrupt changes using sum-of-norms regularization

0 references

Information Theoretic Learning

0 references

<i>H</i><sub>∞</sub> estimation for discrete‐time linear uncertain systems

0 references

Identifiers

zbMATH Open document ID

0 references

10.1016/j.automatica.2016.10.004

0 references

Mathematics Subject Classification ID

0 references

0 references

0 references

zbMATH DE Number

0 references

0 references

0 references

Sitelinks

Mathematics(1 entry)

mardi Publication:503143

Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q503143&oldid=36299949"