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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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City

Cambridge / /

Company

X5 / Microsoft / /

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Facility

Aalto University / Edinburgh University / /

IndustryTerm

continuousdiscrete systems / analytic solutions / inner product / continuous-time non-linear systems / closed-form solutions / usual tools / /

Organization

International Society for Optics and Photonics / Royal Statistical Society / Department of Biomedical Engineering and Computational Science / Edinburgh University / Aalto University / /

Person

Simon Lyons / Prince / /

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ProgrammingLanguage

E / K / /

PublishedMedium

Journal of the Royal Statistical Society / /

Technology

sms / simulation / Markov chain Monte Carlo algorithm / filtering algorithms / series expansion filter Our algorithm / /

URL

http /

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