Gaussian MAP Filtering Using Kalman Optimization

© 1963-2012 IEEE. This paper deals with the update step of Gaussian MAP filtering. In this framework, we seek a Gaussian approximation to the posterior probability density function (PDF) whose mean is given by the maximum a posteriori (MAP) estimator. We propose two novel optimization algorithms whi...

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Bibliographic Details
Main Authors: García-Fernández, Angel, Svensson, Lennart
Format: Journal Article
Published: IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC 2015
Online Access:http://hdl.handle.net/20.500.11937/6909