The DOI matches its Crossref record; 38 of the 38 references it cites were found in a registry or an index.
A Numerical-Integration Perspective on Gaussian Filters
Abstract
This paper proposes a numerical-integration perspective on the Gaussian filters. A Gaussian filter is approximation of the Bayesian inference with the Gaussian posterior probability density assumption being valid. There exists a variation of Gaussian filters in the literature that derived themselves from very different backgrounds. From the numerical-integration viewpoint, various versions of Gaussian filters are only distinctive from each other in their specific treatments of approximating the multiple statistical integrations. A common base is provided for the first time to analyze and compare Gaussian filters with respect to accuracy, efficiency and stability factor. This study is expected to facilitate the selection of appropriate Gaussian filters in practice and to help design more efficient filters by employing better numerical integration methods
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Cites
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Unscented Filtering and Nonlinear Estimation
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New extension of the Kalman filter to nonlinear systems
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A new method for the nonlinear transformation of means and covariances in filters and estimators
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Beyond the Kalman filter particle filters for tracking applications
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Cited by
Applied Stochastic Differential Equations
Särkkä, S., & Solin, A. (2019) · doi:10.1017/9781108186735 · Cited by 326
A Systematization of the Unscented Kalman Filter Theory
Menegaz, H. M. T., Ishihara, J. Y., Borges, G. A., & Vargas, A. N. (2015) · IEEE Transactions on Automatic Control · doi:10.1109/tac.2015.2404511 · Cited by 278
Metadata
- Authors
- Wu, Y., Hu, D., Wu, M., & Hu, X.
- Venue
- IEEE Transactions on Signal Processing
- Published
- 2006-08
- Volume
- 54
- Issue
- 8
- Pages
- 2910-2921
- ISSN
- 1053-587X (ISSN-L)
- OpenAlex
- W2146332636
- Cited by
- 306
- References
- 38
- FWCI
- 1.53
- Type
- journal article
- Language
- en
- Open access
- closed
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