Fourier-Hermite Kalman Filter

DOI10.1109/TAC.2011.2174667zbMath1369.93650MaRDI QIDQ5352847

Simo Särkkä, Juha Sarmavuori

Publication date: 8 September 2017

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Linearizations (93B18)

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