Nonlinear Bayesian estimation: from Kalman filtering to a broader horizon
作者： Huazhen Fang , Ning Tian , Yebin Wang , MengChu Zhou , Mulugeta A. Haile
关键词: Kalman filter 、 Probabilistic logic 、 Linear system 、 Bayes estimator 、 Bayesian probability 、 State variable 、 Particle filter 、 Computer science 、 Algorithm 、 Covariance
摘要: … the Bayesian state estimation framework and reviews various Kalman filtering (KF) techniques, … methods including Gaussian filtering, Gaussian-sum filtering, particle filtering and moving …
arxiv.org
harvard.edu
sci-hub.se 参考文章(90)
A. I. Dale, Bayes or Laplace? An examination of the origin and early applications of Bayes' theorem Archive for History of Exact Sciences. ,vol. 27, pp. 23- 47 ,(1982) , 10.1007/BF00348352
Simo Srkk, Bayesian Filtering and Smoothing ,(2013)
Jan Mandel, Efficient Implementation of the Ensemble Kalman Filter ,(2006)
Hisashi Tanizaki, Nonlinear Filters: Estimation and Applications ,(1993)
Simo Särkkä, Fredrik Sandblom, Lennart Svensson, Jouni Hartikainen, On the relation between Gaussian process quadratures and sigma-point methods arXiv: Methodology. ,(2015)
D. Malakoff, STATISTICS:Bayes Offers a 'New' Way to Make Sense of Numbers Science. ,vol. 286, pp. 1460- 1464 ,(1999) , 10.1126/SCIENCE.286.5444.1460
Eric A. Wan, Rudolph Van Der Merwe, Sigma-point kalman filters for probabilistic inference in dynamic state-space models Oregon Health & Science University. ,(2004)
Geir Evensen, Data Assimilation : The Ensemble Kalman Filter ,(2006)
Huazhen Fang, Raymond A. de Callafon, Peter J. S. Franks, Smoothed estimation of unknown inputs and states in dynamic systems with application to oceanic flow field reconstruction International Journal of Adaptive Control and Signal Processing. ,vol. 29, pp. 1224- 1242 ,(2015) , 10.1002/ACS.2529
Arthur J. Krener, The Convergence of the Extended Kalman Filter arXiv: Optimization and Control. pp. 173- 182 ,(2003) , 10.1007/3-540-36106-5_12