Name
Title | ||
|---|---|---|
Analysis Of Single Gaussian Approximation Of Gaussian Mixtures In Bayesian Filtering Applied To Mixed Multiple-Model Estimation |
Abstract | ||
|---|---|---|
This paper examines the effect of the moment-matched single Gaussian approximation, which is made in various multiple-model filtering applications to approximate a Gaussian mixture, on the Bayesian filter performance. The estimation error caused by the approximation is analysed for both the prediction and the measurement updates of a Bayesian filter. An approximate formula is found for the covariance of the error caused by the approximation for a general Gaussian mixture with arbitrary components. The calculated error covariance is used for obtaining a mixed multiple-model estimation algorithm which has a performance near that of GPB2 with less computations. |
Year | DOI | Venue |
|---|---|---|
2007 | 10.1080/00207170701261952 | INTERNATIONAL JOURNAL OF CONTROL |
Field | DocType | Volume |
Gaussian filter,Mathematical optimization,Gaussian random field,Filter (signal processing),Gaussian,Gaussian process,Gaussian function,Approximation error,Mathematics,Covariance | Journal | 80 |
Issue | ISSN | Citations |
6 | 0020-7179 | 4 |
PageRank | References | Authors |
0.42 | 1 | 2 |
Name | Order | Citations | PageRank |
|---|---|---|---|
| Umut Orguner | 1 | 548 | 40.11 |
| Mübeccel Demirekler | 2 | 152 | 19.39 |