Nonlinear filtering update phase via the single point truncated unscented Kalman filter
A fast algorithm to approximate the first two moments of the posterior probability density function (pdf) in nonlinear non-Gaussian Bayesian filtering is proposed. If the pdf of the measurement noise has a bounded support and the measurement function is continuous and bijective, we can use a modifie...
| Main Authors: | , , |
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| Format: | Conference Paper |
| Published: |
2011
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| Online Access: | http://hdl.handle.net/20.500.11937/53626 |