Posterior Linearization Filter: Principles and Implementation Using Sigma Points

DOI10.1109/TSP.2015.2454485zbMath1394.94202OpenAlexW1808206046MaRDI QIDQ4580870

Mark R. Morelande, Lennart Svensson, Simo Särkkä, Ángel F. García-Fernández

Publication date: 22 August 2018

Published in: IEEE Transactions on Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tsp.2015.2454485

Mathematics Subject Classification ID

Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

Related Items

A new enabling variational inference model for approximating measurement likelihood in filtering nonlinear system, Forward modeling and inverse estimation for nonlinear filtering, Probabilistic solutions to ordinary differential equations as nonlinear Bayesian filtering: a new perspective