On minimal error entropy stochastic approximation
作者:
PAUL KALATA,
ROLAND PRIEMER,
期刊:
International Journal of Systems Science
(Taylor Available online 1974)
卷期:
Volume 5,
issue 9
页码: 895-906
ISSN:0020-7721
年代: 1974
DOI:10.1080/00207727408920148
出版商: Taylor & Francis Group
数据来源: Taylor
摘要:
Information-theoretic concepts are developed and employed to obtain conditions for a minimax error entropy stochastic approximation algorithm to estimate the state of a non-linear discrete time system baaed on noisy linear measurements of the state. Two recursive suboptimal error entropy estimation procedures are presented along with an upper bound formula for the resulting error entropy. A simple example is utilized to compare the optimal and suboptimal error entropy estimators and the minimum mean Square error linear estimator.
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