Nonlinear Gaussian Filtering : Theory, Algorithms, and Applications

By restricting to Gaussian distributions, the optimal Bayesian filtering problem can be transformed into an algebraically simple form, which allows for computationally efficient algorithms. Three problem settings are discussed in this thesis: (1) filtering with Gaussians only, (2) Gaussian mixture f...

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Bibliographic Details
Main Author: Huber, Marco
Format: eBook
Language:English
Published: KIT Scientific Publishing 2015
Series:Karlsruher Schriften zur Anthropomatik / Lehrstuhl für Interaktive Echtzeitsysteme, Karlsruher Institut für Technologie ; Fraunhofer-Inst. für Optronik, Systemtechnik und Bildauswertung IOSB Karlsruhe
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Collection: Directory of Open Access Books - Collection details see MPG.ReNa
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653 |a Kalman-Filter 
653 |a GaußprozesseBayesian statistics 
653 |a filtering 
653 |a Kalman filter 
653 |a Gaussian processes 
653 |a Bayes'sche Statistik 
653 |a state estimation 
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520 |a By restricting to Gaussian distributions, the optimal Bayesian filtering problem can be transformed into an algebraically simple form, which allows for computationally efficient algorithms. Three problem settings are discussed in this thesis: (1) filtering with Gaussians only, (2) Gaussian mixture filtering for strong nonlinearities, (3) Gaussian process filtering for purely data-driven scenarios. For each setting, efficient algorithms are derived and applied to real-world problems.