Numerically stable minimum error entropy Kalman filter
Gang Wang, Badong Chen, Xinyue Yang, Bei Peng, Zhenyu Feng
Topics & Concepts
Kalman filterControl theory (sociology)Invariant extended Kalman filterMinimum mean square errorMathematicsEnsemble Kalman filterConvergence (economics)Fast Kalman filterExtended Kalman filterInstabilityEntropy (arrow of time)Stability (learning theory)Mean squared errorAlgorithmComputer scienceApplied mathematicsStatisticsArtificial intelligencePhysicsMechanicsEconomic growthQuantum mechanicsMachine learningEstimatorControl (management)EconomicsAdvanced Adaptive Filtering TechniquesTarget Tracking and Data Fusion in Sensor NetworksImage and Signal Denoising Methods