Nonlinear Gaussian Filtering : Theory, Algorithms, and Applications

• Main Author: Huber, Marco (auth)
• Format: Electronic Book Chapter
• Language: English
• Published: KIT Scientific Publishing 2015
• Series: Karlsruher Schriften zur Anthropomatik / Lehrstuhl für Interaktive Echtzeitsysteme, Karlsruher Institut für Technologie ; Fraunhofer-Inst. für Optronik, Systemtechnik und Bildauswertung IOSB Karlsruhe
• Subjects: Zustandsschätzung; GaußprozesseBayesian statistics; Kalman filter; Gaussian processes; Kalman-Filter; state estimation; filtering; Bayes'sche Statistik
• Online Access: DOAB: download the publication; DOAB: description of the publication

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...