Fourier-Hermite series for stochastic stability analysis of non-linear Kalman filters.

Toni Karvonen Simo Särkkä

Published in: FUSION (2016)

Keyphrases

stability analysis
kalman filter
kalman filtering
fourier series
nonlinear systems
fourier transform
particle filter
state estimation
rao blackwellized particle filter
object tracking
basis functions
particle filtering
mean shift
learning algorithm
search space
signal processing