Online quantization in nonlinear filtering

Abstract

Sequential Baysian filtering arises in many practical problems. The complexity of this problem depends very much on the underlying mathematical model. When a linear Gaussian model is assumed, the well known Kalman filter provides the desired optimal solution. However, in many situations these assumptions do not hold, even approximately. We consider here a… (More)

4 Figures and Tables

Topics

  • Presentations referencing similar topics