Kullback–Leibler divergence approach to partitioned update Kalman filter
Kalman filtering is a widely used framework for Bayesian estimation. The partitioned update Kalman filter applies a Kalman filter update in parts so that the most linear parts of measurements are applied first. In this paper, we generalize partitioned update Kalman filter, which requires the use of...
| Main Authors: | , , |
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| Format: | Journal Article |
| Published: |
Elsevier BV
2017
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| Online Access: | http://hdl.handle.net/20.500.11937/54513 |