Adaptive unscented Gaussian likelihood approximation filter
This paper focuses on the update step of Bayesian nonlinear filtering. We first derive the unscented Gaussian likelihood approximation filter (UGLAF), which provides a Gaussian approximation to the likelihood by applying the unscented transformation to the inverse of the measurement function. The UG...
| Main Authors: | , , , |
|---|---|
| Format: | Journal Article |
| Published: |
Pergamon Press
2015
|
| Online Access: | http://hdl.handle.net/20.500.11937/54227 |