Efficient Point Mass Predictor for Continuous and Discrete Models with Linear Dynamics

Author:

Matoušek J.,Duník J.,Brandner M.,Park Chan Gook,Choe Yeongkwon

Funder

Grantová Agentura České Republiky

Publisher

Elsevier BV

Subject

General Medicine

Reference21 articles.

1. Optimal Filtering;Anderson,1979

2. Recursive Bayesian Estimation: Navigation and Tracking Applications;Bergman,1999

3. Nonlinear filter design using Fokker-Planck-Kolmogorov probability density evolutions;Challa;IEEE Transactions on Aerospace and Electronic Systems,2000

4. Generalized Wiener process and Kolmogorov's equation for diffusion induced by non-Gaussian noise source;Dubkov;arxiv,2005

5. Design of Rao-Blackwellised point-mass filter with application in terrain aided navigation;Duník;IEEE Transactions on Aerospace and Electronic Systems,2019

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