Nonlinear Gaussian Filtering : Theory, Algorithms, and Applications

By restricting to Gaussian distributions, the optimal Bayesian filtering problem can be transformed into an algebraically simple form, which allows for computationally efficient algorithms. Three problem settings are discussed in this thesis: (1) filtering with Gaussians only, (2) Gaussian mixture f...

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Bibliographic Details
Main Author: Huber, Marco (auth)
Format: Book Chapter
Published: KIT Scientific Publishing 2015
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Online Access:Get Fullteks
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020 |a KSP/1000045491 
020 |a 9783731503385 
024 7 |a 10.5445/KSP/1000045491  |c doi 
041 0 |a English 
042 |a dc 
100 1 |a Huber, Marco  |4 auth 
245 1 0 |a Nonlinear Gaussian Filtering : Theory, Algorithms, and Applications 
260 |b KIT Scientific Publishing  |c 2015 
300 |a 1 electronic resource (V, 270 p. p.) 
506 0 |a Open Access  |2 star  |f Unrestricted online access 
520 |a By restricting to Gaussian distributions, the optimal Bayesian filtering problem can be transformed into an algebraically simple form, which allows for computationally efficient algorithms. Three problem settings are discussed in this thesis: (1) filtering with Gaussians only, (2) Gaussian mixture filtering for strong nonlinearities, (3) Gaussian process filtering for purely data-driven scenarios. For each setting, efficient algorithms are derived and applied to real-world problems. 
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546 |a English 
653 |a Zustandsschätzung 
653 |a GaußprozesseBayesian statistics 
653 |a Kalman filter 
653 |a Gaussian processes 
653 |a Kalman-Filter 
653 |a state estimation 
653 |a filtering 
653 |a Bayes'sche Statistik 
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856 4 0 |a www.oapen.org  |u https://directory.doabooks.org/handle/20.500.12854/54758  |7 0  |z DOAB: description of the publication