Posterior Linearization Filter: Principles and Implementation Using Sigma Points
This paper is concerned with Gaussian approximations to the posterior probability density function (PDF) in the update step of Bayesian filtering with nonlinear measurements. In this setting, sigma-point approximations to the Kalman filter (KF) recursion are widely used due to their ease of implemen...
| Main Authors: | , , , |
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| Format: | Journal Article |
| Published: |
IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC
2015
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| Online Access: | https://research.chalmers.se/publication/224518 http://hdl.handle.net/20.500.11937/5634 |