An improved Gaussian approximate filtering method

DOI10.16383/J.AAS.2016.C150340MaRDI QIDQ2823298zbMATH OpenWikidataFDO

Authors Lin Zhao, Yulong Huang, Yonggang Zhang, Ning Li

Publication date 6 October 2016

Published in Acta Automatica Sinica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.16383/J.AAS.2016.C150340

zbMATH Keywords

Bayesian estimationGaussian approximate filteringhigh-order moment informationnon-Gaussian informationnonlinear filtering

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35) Filtering in stochastic control theory (93E11)

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(7)

• Generalized Gauss-Hermite filtering
• Eliminating beta-continuation from Heaviside projection and density filter algorithms
• Skew-t Filter and Smoother With Improved Covariance Matrix Approximation
• Taylor Moment Expansion for Continuous-Discrete Gaussian Filtering
• Time-varying Gaussian process assume density filter algorithm
• Gaussian kernel quadrature Kalman filter
• Transfer alignment models of inertial navigation system: a review and comparison

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