Density Approximation Based on Dirac Mixtures with Regard to Nonlinear Estimation and Filtering.
Oliver C. SchrempfDietrich BrunnUwe D. HanebeckPublished in: CDC (2006)
Keyphrases
- gaussian convolution
- linear approximation
- density distribution
- filtering process
- parametric models
- maximum likelihood estimation
- probability density
- closed form
- approximation algorithms
- update equations
- difference equations
- adaptive filtering
- approximation error
- taylor series expansion
- nonlinear filtering
- mixture model
- radon transform
- estimation algorithm
- discrete data
- importance sampling
- filtering method
- taylor series
- density estimation
- parameter estimation