Nonlinear Gaussian Filtering : Theory, Algorithms, and Applications

Format:

Book

Author/Creator:

Huber, Marco

Series:

Karlsruher Schriften zur Anthropomatik / Lehrstuhl für Interaktive Echtzeitsysteme, Karlsruher Institut für Technologie ; Fraunhofer-Inst. für Optronik, Systemtechnik und Bildauswertung IOSB Karlsruhe

Language:

English

Physical Description:

1 online resource (V, 270 p. p.)

Other Title:

Nonlinear Gaussian Filtering

Place of Publication:

KIT Scientific Publishing 2015

Language Note:

English

Summary:

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.

ISBN:

1000045491