Kalman filter with a non-linear non-Gaussian observation relation (Q4012371)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Kalman filter with a non-linear non-Gaussian observation relation |
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Kalman filter with a non-linear non-Gaussian observation relation (English)
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27 September 1992
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Kalman filter
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dynamic linear model
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nonlinear non-Gaussian observation relation
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approximate non-Gaussian filtering
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second-order Taylor expansion
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