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Minimum entropy filtering for multivariate stochastic systems with non-Gaussian noises

โœ Scribed by Lei Guo; Hong Wang


Book ID
118153139
Publisher
IEEE
Year
2006
Tongue
English
Weight
253 KB
Volume
51
Category
Article
ISSN
0018-9286

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โœ Dan Wu; Xiaoqin Luo; Shiqun Zhu ๐Ÿ“‚ Article ๐Ÿ“… 2007 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 304 KB

A stochastic system with coupling between non-Gaussian and Gaussian noise terms is investigated. A general approximate Fokker-Planck equation of the system is derived through a path-integral approach. For a bistable system, the coupling l between noise terms can induce the reentrance-like phase tran