Truncated unscented kalman filtering
We devise a filtering algorithm to approximate the first two moments of the posterior probability density function (PDF). The novelties of the algorithm are in the update step. If the likelihood has a bounded support, we can use a modified prior distribution that meets Bayes' rule exactly. Appl...
| Main Authors: | , , |
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| Format: | Journal Article |
| Published: |
IEEE
2012
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| Online Access: | http://hdl.handle.net/20.500.11937/49800 |