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Estimation theory / Robot control / Control theory / Unscented transform / Extended Kalman filter / Kalman filter / Nonlinear filter / Particle filter / Gaussian filter / Statistics / Stochastic processes / Linear filters


1 Series Expansion Approximations of Brownian Motion for Non-Linear Kalman Filtering of Diffusion Processes Simon Lyons, Simo S¨arkk¨a, Senior Member, IEEE, and Amos Storkey
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Document Date: 2013-11-26 10:22:33


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File Size: 553,07 KB

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