Minimum entropy filtering for multivariate stochastic systems with non-Gaussian noises
文献类型：期刊论文
| 作者 | Guo, L; Wang, H
|
| 刊名 | IEEE TRANSACTIONS ON AUTOMATIC CONTROL
 |
| 出版日期 | 2006-04-01 |
| 卷号 | 51期号:4页码:695-700 |
| 关键词 | entropy optimization hybrid probability non-Gaussian systems nonlinear systems stochastic filtering |
| 英文摘要 | In this note, a minimum entropy filtering algorithm is presented for a class of multivariate dynamic stochastic systems, which are represented by a set of time-varying difference equations and are subjected to the multivariate non-Gaussian stochastic inputs. Several new concepts including the hybrid random vector, hybrid probability and hybrid entropy are firstly established to describe the probabilistic property of the estimation errors. New relationships are provided between the probability density functions (PDF's) of the multivariate stochastic input and output for different mapping cases. Recursive algorithms are then proposed to design the real-time sub-optimal filter so that the hybrid entropy of the estimation error can be minimized. Finally, an improved algorithm is provided through the on-line tuning of the weighting matrices so as to guarantee the local stability of the error system. |
| WOS标题词 | Science & Technology ; Technology |
| 类目[WOS] | Automation & Control Systems ; Engineering, Electrical & Electronic |
| 研究领域[WOS] | Automation & Control Systems ; Engineering |
| 收录类别 | SCI |
| 语种 | 英语 |
| WOS记录号 | WOS:000236775600021 |
| 公开日期 | 2015-12-24 |
| 源URL | [http://ir.ia.ac.cn/handle/173211/9351]  |
| 专题 | 自动化研究所_09年以前成果 |
| 作者单位 | 1.SE Univ, Res Inst Automat, Nanjing 210096, Peoples R China 2.Univ Manchester, Control Syst Ctr, Manchester M60 1QD, Lancs, England 3.Chinese Acad Sci, Inst Automat, Beijing 100080, Peoples R China |
| 推荐引用方式 GB/T 7714 | Guo, L,Wang, H. Minimum entropy filtering for multivariate stochastic systems with non-Gaussian noises[J]. IEEE TRANSACTIONS ON AUTOMATIC CONTROL,2006,51(4):695-700. |
| APA | Guo, L,&Wang, H.(2006).Minimum entropy filtering for multivariate stochastic systems with non-Gaussian noises.IEEE TRANSACTIONS ON AUTOMATIC CONTROL,51(4),695-700. |
| MLA | Guo, L,et al."Minimum entropy filtering for multivariate stochastic systems with non-Gaussian noises".IEEE TRANSACTIONS ON AUTOMATIC CONTROL 51.4(2006):695-700. |
入库方式： OAI收割
来源：自动化研究所
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