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 Date: 2013-11-26 10:22:33Estimation theory Robot control Control theory Unscented transform Extended Kalman filter Kalman filter Nonlinear filter Particle filter Gaussian filter Statistics Stochastic processes Linear filters |
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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