A non-Gaussian Bayesian filter using power and generalized logarithmic moments

DOI10.1016/J.AUTOMATICA.2024.111748MaRDI QIDQ6574473zbMATH OpenFDO

Authors Guangyu Wu, Anders Lindquist

Publication date 18 July 2024

Published in Automatica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.AUTOMATICA.2024.111748

zbMATH Keywords

Bayesian methodsfilteringgeneralized logarithmic momentspower moments

Mathematics Subject Classification ID

Convex programming (90C25) Filtering in stochastic control theory (93E11)

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Cites work

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• Non-Gaussian Bayesian filtering by density parametrization using power moments
• Nonlinear Bayesian estimation using Gaussian sum approximations
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• Particle Filtering for Partially Observed Gaussian State Space Models
• Recursive Bayesian estimation using Gaussian sums
• Sequential Monte Carlo Methods in Practice
• The Kalman-Bucy Filter as a True Time-Varying Wiener Filter
• The moment problem

Cited in

(3)

• Nonlinear Bayesian filtering via holonomic gradient method with quasi moment generating function
• An improved weight adaptive Gaussian sum algorithm based on sparse-grid quadrature filter for non-Gaussian models
• The applications of Yau-Yau algorithm on McKean-Vlasov filtering problem

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