Non Gaussian State Estimation and the Maximum Correntropy Approach

This monograph aims to present the recent advances in state estimation, in terms of relaxing the conventional assumption that probability densities remain Gaussian. The book explains how MCC is integrated into the conventional Bayesian estimation framework and their implementation to real-life problems.

Features:

Reviews well-established non-Gaussian estimation methods including applications of techniques

Covers relaxation of gaussian assumption

Discusses challenges in formulating non-liner ...