It appears that no particular approximate [nonlinear] filter is consistently better than any other, though . . . any nonlinear filter is better than a strictly linear one. 1 The Kalman filter is a ...
As a follow-on course to "Linear Kalman Filter Deep Dive", this course derives the steps of the extended Kalman filter and the sigma-point Kalman filter for estimating the state of nonlinear dynamic ...
The problem of nonlinear filtering is studied asymptotically as the noise tends to zero. Detectability conditions ensuring that the filtering error tends to zero are ...
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