Gaussian progressive Bayesian filter

DOI10.7641/CTA.2015.50211MaRDI QIDQ2992514zbMATH OpenFDO

Authors Suihua Zhou, Shimin Feng, Hongxin Zhang

Publication date 10 August 2016

Full work available at URL https://doi.org/10.7641/CTA.2015.50211

zbMATH Keywords

first order dynamic systemKalman filterMonte Carlo methodnonlinear filteringprogressive Bayesian

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35) Estimation and detection in stochastic control theory (93E10) Filtering in stochastic control theory (93E11)

Recommendations

• Gaussian filters for nonlinear filtering problems
• Quasi-Gaussian Particle Filtering
• Particle Filtering for Partially Observed Gaussian State Space Models
• Sequential Monte Carlo methods for nonlinear discrete-time filtering
• Bayesian estimation and the Kalman filter

Cited in

(8)

• Sequential Bayesian estimation for tracking the composition of growing silicon-germanium alloys
• Variational Bayesian Filtering
• Box Gaussian Mixture Filter
• Time-varying Gaussian process assume density filter algorithm
• Non-Gaussian Bayesian filtering by density parametrization using power moments
• A novel nonlinear filter through constructing the parametric Gaussian regression process
• A non-Gaussian Bayesian filter using power and generalized logarithmic moments
• Nonlinear Bayesian filtering via holonomic gradient method with quasi moment generating function

This page was built for publication: Gaussian progressive Bayesian filter

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2992514)