A Novel Perspective of the Kalman Filter from the Rényi Entropy
1
Global Navigation Satellite System Research Center, Wuhan University, Wuhan 430079, China
2
Artificial Intelligence Institute, Wuhan University, Wuhan 430079, China
*
Author to whom correspondence should be addressed.
Entropy 2020, 22(9), 982; https://doi.org/10.3390/e22090982
Received: 21 July 2020
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Revised: 31 August 2020
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Accepted: 31 August 2020
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Published: 3 September 2020
(This article belongs to the Special Issue Data Science: Measuring Uncertainties)
Rényi entropy as a generalization of the Shannon entropy allows for different averaging of probabilities of a control parameter
Keywords:
Rényi entropy; discrete Kalman filter; continuous Kalman filter; algebraic Riccati equation; nonlinear differential Riccati equation
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MDPI and ACS Style
Luo, Y.; Guo, C.; You, S.; Liu, J. A Novel Perspective of the Kalman Filter from the Rényi Entropy. Entropy 2020, 22, 982. https://doi.org/10.3390/e22090982
AMA Style
Luo Y, Guo C, You S, Liu J. A Novel Perspective of the Kalman Filter from the Rényi Entropy. Entropy. 2020; 22(9):982. https://doi.org/10.3390/e22090982
Chicago/Turabian StyleLuo, Yarong, Chi Guo, Shengyong You, and Jingnan Liu. 2020. "A Novel Perspective of the Kalman Filter from the Rényi Entropy" Entropy 22, no. 9: 982. https://doi.org/10.3390/e22090982
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