Nonlinear Filters

Name: Nonlinear Filters
Author: Hisashi Tanizaki

Hisashi Tanizaki

Springer-Verlag Berlin and Heidelberg GmbH & Co. KG

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Nonlinear and nonnormal filters are introduced and developed. Traditional nonlinear filters such as the extended Kalman filter and the Gaussian sum filter give biased filtering estimates, and therefore several nonlinear and nonnormal filters have been derived from the underlying probability density functions.

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