Generalized minimum error entropy Kalman filter for non-Gaussian noise
Jiacheng He, Gang Wang, Huijun Yu, Junming Liu, Bei Peng
Topics & Concepts
Kalman filterMathematicsEntropy (arrow of time)GaussianMinimum mean square errorAlgorithmMean squared errorGaussian functionEnsemble Kalman filterExtended Kalman filterComputer scienceApplied mathematicsStatisticsQuantum mechanicsPhysicsEstimatorTarget Tracking and Data Fusion in Sensor NetworksNeural Networks and ApplicationsInertial Sensor and Navigation