Effectiveness of Bayesian filters: an information fusion perspective

DOI10.1016/j.ins.2015.09.041zbMath1390.93795OpenAlexW2491151330WikidataQ62628426 ScholiaQ62628426MaRDI QIDQ1750549

Tiancheng Li, Juan F. De Paz, Javier Bajo, ShuDong Sun, Juan Manuel Corchado

Publication date: 22 May 2018

Published in: Information Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ins.2015.09.041

zbMATH Keywords

Kalman filterBayesian estimationparticle filterrecursive estimation

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Estimation and detection in stochastic control theory (93E10)

Related Items

A novel approach to information fusion in multi-source datasets: a granular computing viewpoint

Cites Work

• Unnamed Item
• Robust weighted fusion time-varying Kalman smoothers for multisensor system with uncertain noise variances
• Advanced point-mass method for nonlinear state estimation
• Optimal estimation and filtration under unknown covariances of random factors
• Gaussian sum approximations in nonlinear filtering and control
• Recursive estimation of high-order Markov chains: approximation by finite mixtures
• Stochastic processes and filtering theory
• Nonlinear Gaussian Smoothers With Colored Measurement Noise
• Exact finite-dimensional nonlinear filters
• Filtering via Simulation: Auxiliary Particle Filters
• Assessment of Nonlinear Dynamic Models by Kolmogorov–Smirnov Statistics
• Conditional Posterior Cramér–Rao Lower Bounds for Nonlinear Sequential Bayesian Estimation
• Some Relations Between Extended and Unscented Kalman Filters
• A Particle Filtering Scheme for Processing Time Series Corrupted by Outliers
• Analysis of Kalman Filter Approximations for Nonlinear Measurements
• Intrinsically Optimal Bayesian Robust Filtering
• A Numerical-Integration Perspective on Gaussian Filters
• Diffusion Strategies for Distributed Kalman Filtering and Smoothing
• Constrained state estimation for nonlinear discrete-time systems: stability and moving horizon approximations
• Direct Filtering: A New Approach to Optimal Filter Design for Nonlinear Systems
• Gaussian particle filtering
• A receding horizon unbiased FIR for discrete-time state space models
• Calibrating the Gaussian multi-target tracking model