Kalman filter with a non-linear non-Gaussian observation relation (Q4012371): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 13:49, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Kalman filter with a non-linear non-Gaussian observation relation |
scientific article |
Statements
Kalman filter with a non-linear non-Gaussian observation relation (English)
0 references
27 September 1992
0 references
Kalman filter
0 references
dynamic linear model
0 references
nonlinear non-Gaussian observation relation
0 references
approximate non-Gaussian filtering
0 references
second-order Taylor expansion
0 references
