Improved Minimum Entropy Filtering for Continuous Nonlinear Non-Gaussian Systems Using a Generalized Density Evolution Equation

Improved Minimum Entropy Filtering for Continuous Nonlinear Non-Gaussian Systems Using a Generalized Density Evolution Equation

This paper investigates the filtering problem for multivariate continuous nonlinear non-Gaussian systems based on an improved minimum error entropy (MEE) criterion. The system is described by a set of nonlinear continuous equations with non-Gaussian system noises and measurement noises. The recently...

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Bibliographic Details
Main Authors: Jinliang Xu, Guolian Hou, Jianhua Zhang, Fang Fang, Mifeng Ren
Format: Article
Language:English
Published: MDPI AG 2013-06-01
Series:Entropy
Subjects:
non-Gaussian systems
stochastic filtering
generalized density evolution equation
exponentially mean-square boundedness
Online Access:http://www.mdpi.com/1099-4300/15/7/2510

Internet

http://www.mdpi.com/1099-4300/15/7/2510

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