A new Gaussian approximate filter with colored non-stationary heavy-tailed measurement noise
Chenghao Shan, Weidong Zhou, Zihao Jiang, Hanyu Shan
Topics & Concepts
Nonlinear filterBernoulli distributionBernoulli's principleGaussianNonlinear systemGaussian noiseFilter (signal processing)MathematicsKalman filterState vectorWhite noiseNoise (video)Random variableColors of noiseAdditive white Gaussian noiseAlgorithmApplied mathematicsControl theory (sociology)Computer scienceFilter designStatisticsArtificial intelligencePhysicsQuantum mechanicsImage (mathematics)Computer visionClassical mechanicsThermodynamicsControl (management)Target Tracking and Data Fusion in Sensor NetworksWater Systems and OptimizationGaussian Processes and Bayesian Inference