Kalman Filtering Under Information Theoretic Criteria
Badong Chen, Lujuan Dang, Nanning Zheng, José C. Prı́ncipe
Abstract
This book provides efficient Kalman filters under information theoretic criteria, achieving performance in non-Gaussian noises with non-expensive computation.
Topics & Concepts
Kalman filterComputationFast Kalman filterComputer scienceGaussianAlgorithmExtended Kalman filterData miningArtificial intelligencePhysicsQuantum mechanicsTarget Tracking and Data Fusion in Sensor Networks