Kullback-Leibler Divergence Approach to Partitioned Update Kalman Filter

Kalman filtering is a widely used framework for Bayesian estimation. The partitioned update Kalman filter applies a Kalman filter update in parts so that the most linear parts of measurements are applied first. In this paper, we generalize partitioned update Kalman filter, which requires the use oft...

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Hauptverfasser:	Raitoharju, Matti, García-Fernández, Ángel F, Piché, Robert
Format:	Artikel
Sprache:	eng
Schlagworte:	Mathematics - Optimization and Control
Online-Zugang:	Volltext bestellen
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