Posterior Linearization Filter: Principles and Implementation Using Sigma Points

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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...

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Bibliographic Details
Main Authors:	Garcia-Fernandez, Angel, Svensson, Lennart, Morelande, M., Sarkka, S.
Format:	Journal Article
Published:	IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC 2015
Online Access:	https://research.chalmers.se/publication/224518 http://hdl.handle.net/20.500.11937/5634

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