DocumentCode
3550545
Title
Minimum entropy filtering for multivariate stochastic systems with non-Gaussian noises
Author
Guo, Lei ; Wang, Hong
Author_Institution
Control Syst. Centre, Manchester Univ., UK
fYear
2005
fDate
June 8-10, 2005
Firstpage
315
Lastpage
320
Keywords
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;
fLanguage
English
Publisher
ieee
Conference_Titel
American Control Conference, 2005. Proceedings of the 2005
ISSN
0743-1619
Print_ISBN
0-7803-9098-9
Electronic_ISBN
0743-1619
Type
conf
DOI
10.1109/ACC.2005.1469952
Filename
1469952
Link To Document