Fixed-point iteration Gaussian sum filtering estimator with unknown time-varying non-Gaussian measurement noise.
Hong XuWenchong XieHuadong YuanKeqing DuanWeijian LiuYongliang WangPublished in: Signal Process. (2018)
Keyphrases
- fixed point
- measurement noise
- maximum likelihood
- gaussian distribution
- kalman filtering
- sufficient conditions
- objective function
- heavy tailed
- floating point
- least squares
- fixed point theorem
- dynamical systems
- belief propagation
- filtering algorithm
- generalized gaussian
- maximum a posteriori
- variance reduction
- post processing
- markov random field
- probabilistic model