Square-root algorithms for maximum correntropy estimation of linear discrete-time systems in presence of non-Gaussian noise

Recent developments in the realm of state estimation of stochastic dynamic systems in the presence of non-Gaussian noise have induced a new methodology called the maximum correntropy filtering. The filters designed under the maximum correntropy criterion (MCC) utilize a similarity measure (or corren...

Celý popis

Podrobná bibliografia

Vydané v:	Systems & control letters Ročník 108; s. 8 - 15
Hlavný autor:	Kulikova, M.V.
Médium:	Journal Article
Jazyk:	English
Vydavateľské údaje:	Elsevier B.V 01.10.2017
Predmet:	Kalman filter Maximum correntropy criterion Robust estimation Square-root filtering Maximum correntropy criterion Robust estimation Square-root filtering Kalman filter
ISSN:	0167-6911, 1872-7956
On-line prístup:	Získať plný text
Tagy:	Pridať tag Žiadne tagy, Buďte prvý, kto otaguje tento záznam!