2010
DOI: 10.1109/tsp.2009.2028950
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Nonlinear Bayesian Filtering Using the Unscented Linear Fractional Transformation Model

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Cited by 23 publications
(16 citation statements)
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“…It is well known (see e.g. [15, Chapter III], [22], [28]) that almost all results for Gaussian target estimation are based on the derivation of the joint Gaussian distribution of the target and its observation. We will see later in the present paper that the joint GM distribution (1) facilitates unified framework for Bayesian and Kalman filters in both linear and nonlinear models.…”
Section: Joint Gmm Relayed Equationsmentioning
confidence: 99%
See 3 more Smart Citations
“…It is well known (see e.g. [15, Chapter III], [22], [28]) that almost all results for Gaussian target estimation are based on the derivation of the joint Gaussian distribution of the target and its observation. We will see later in the present paper that the joint GM distribution (1) facilitates unified framework for Bayesian and Kalman filters in both linear and nonlinear models.…”
Section: Joint Gmm Relayed Equationsmentioning
confidence: 99%
“…In fact, Trace(C lmse (α α α, β β β)) is the minimum MSE (MMSE) by linear estimator for X [28]. Therefore, it is true that g(α α α, β β β) ≤ Trace(C lmse (α α α, β β β)) ∀ α α α, β β β and we seek a suboptimal solution of the computationally intractable optimization problem (15) by solving its following majorant minimization 2 min α α α>0,β β β>0…”
Section: Joint Gmm Relayed Equationsmentioning
confidence: 99%
See 2 more Smart Citations
“…It is assumed that the components of are uncorrelated to each other, making a diagonal matrix. In order to determine the statistical parameters of the output of the senors in this nonlinear model, we use unscented transformations [6], [11]. Regression points , = 0, 1, .…”
Section: ) Example Imentioning
confidence: 99%