Kalman filter with a non-linear non-Gaussian observation relation (Q4012371)

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scientific article; zbMATH DE number 64550
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    Kalman filter with a non-linear non-Gaussian observation relation
    scientific article; zbMATH DE number 64550

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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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