3550545

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

Guo, Lei ; Wang, Hong

Control Syst. Centre, Manchester Univ., UK

2005

June 8-10, 2005

315

320

Gaussian noise; Kalman filters; difference equations; minimum entropy methods; multivariable control systems; nonlinear dynamical systems; optimal control; probability; random processes; recursive estimation; state estimation; stochastic systems; dynamic systems; hybrid entropy; hybrid probability; hybrid random vectors; minimum entropy filtering algorithm; multiple nonGaussian stochastic input; multivariate systems; nonGaussian noise; nonlinearity; probabilistic property; probability density functions; randomness; real-time optimal filters; recursive algorithms; stochastic estimation error minimization; stochastic systems; time-varying difference equations; Entropy; Estimation error; Filtering; Filters; Probability density function; Stability; State estimation; Stochastic processes; Stochastic resonance; Stochastic systems;

English

ieee

American Control Conference, 2005. Proceedings of the 2005

0743-1619

0-7803-9098-9

0743-1619

conf

10.1109/ACC.2005.1469952

1469952