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Nonlinear Gaussian Filtering : Theory, Algorithms, and Applications

Book Series: Karlsruher Schriften zur Anthropomatik / Lehrstuhl für Interaktive Echtzeitsysteme, Karlsruher Institut für Technologie ; Fraunhofer-Inst. für Optronik, Systemtechnik und Bildauswertung IOSB Karlsruhe ISSN: 18636489 ISBN: 9783731503385 Year: Volume: 19 Pages: V, 270 p. DOI: 10.5445/KSP/1000045491 Language: ENGLISH
Publisher: KIT Scientific Publishing
Subject: Computer Science
Added to DOAB on : 2019-07-30 20:01:58

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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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