Computer ScienceMathematicsEngineering
Nonlinear Kalman Filters Explained: A Tutorial on Moment Computations and Sigma Point Methods
Michael Roth, Gustaf Hendeby, F. Gustafsson
tlooto Summary
Nonlinear Kalman filters are algorithms that approximately solve the Bayesian filtering problem by employing the measurement update of the linear Kalman filter (KF).
Abstract
Nonlinear Kalman filters are algorithms that approximately solve the Bayesian filtering problem by employing the measurement update of the linear Kalman filter (KF). Numerous variants have been dev ...
Citation format
ROTH, Michael; HENDEBY, Gustaf; GUSTAFSSON, F. Nonlinear kalman filters explained: A tutorial on moment computations and sigma point methods. Journal of Advances in Information Fusion, 2016, 11: 47–70.