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Robust State Space Filtering Under Incremental Model Perturbations Subject to a Relative Entropy Tolerance.

Bernard C. LevyRamine Nikoukhah
Published in: IEEE Trans. Autom. Control. (2013)
Keyphrases
  • state space
  • objective function
  • em algorithm
  • information theory
  • probabilistic model
  • support vector machine
  • mutual information
  • information theoretic
  • probability density function
  • relative entropy