Distribution function tracking filter design using hybrid characteristic functions

DOI10.1016/j.automatica.2009.09.004zbMath1214.93106OpenAlexW2074493884MaRDI QIDQ985269

Lei Guo, Jinglin Zhou, Hong Wang, Tian-You Chai, Dong Hua Zhou

Publication date: 20 July 2010

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.automatica.2009.09.004

zbMATH Keywords

characteristic functionsoptimal filteringoptimal tracking controldynamic stochastic systemshybrid random vectorsnon-Gaussian variables

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Discrete-time control/observation systems (93C55) Optimal stochastic control (93E20) Stochastic systems in control theory (general) (93E03)

Related Items (4)

Improved minimum entropy filtering for continuous nonlinear non-Gaussian systems using a generalized density evolution equation ⋮ Filter design based on characteristic functions for one class of multi-dimensional nonlinear non-Gaussian systems ⋮ Function based fault detection for uncertain multivariate nonlinear non-Gaussian stochastic systems using entropy optimization principle ⋮ Resilient minimum entropy filter design for non-Gaussian stochastic systems

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