Approximate Gaussian conjugacy: parametric recursive filtering under nonlinearity, multimodality, uncertainty, and constraint, and beyond

Since the landmark work of R. E. Kalman in the 1960s, considerable efforts have been devoted to time series state space models for a large variety of dynamic estimation problems. In particular, parametric filters that seek analytical estimates based on a closed-form Markov–Bayes recursion, e.g., rec...

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Bibliographic Details

Main Authors:	Tiancheng Li, Jinya Su, Wei Liu, Juan M. Corchado
Format:	Default Article
Published:	2017
Subjects:	Other engineering not elsewhere classified Kalman filter Gaussian filter Time series estimation Bayesian filtering Nonlinear filtering Constrained filtering Gaussian mixture Maneuver Unknown inputs Engineering not elsewhere classified
Online Access:	https://hdl.handle.net/2134/25484
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