A novel nonlinear filter through constructing the parametric Gaussian regression process

DOI10.1007/S11071-021-06626-6MaRDI QIDQ6543289zbMATH OpenFDO

Authors Xiaoxu Wang, Haoran Cui, Tiancheng Li, Yan Liang, Zhengtao Ding

Publication date 24 May 2024

Published in Nonlinear Dynamics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/S11071-021-06626-6

zbMATH Keywords

Gaussian filterKalman filternonlinear filterstochastic systemvariational Bayesian

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35) Bayesian inference (62F15)

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Cites work

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• Recursive Noise Adaptive Kalman Filtering by Variational Bayesian Approximations
• Sparse-grid quadrature nonlinear filtering
• The iterated Kalman filter update as a Gauss-Newton method
• Variational Bayesian Adaptive Cubature Information Filter Based on Wishart Distribution

Cited in

(2)

• A new enabling variational inference model for approximating measurement likelihood in filtering nonlinear system
• Forward modeling and inverse estimation for nonlinear filtering

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