An Iterative Nonlinear Filter Based on Posterior Distribution Approximation via Penalized Kullback–Leibler Divergence Minimization
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DOI: 10.1109/lsp.2022.3169439
Abstract: This letter deals with Gaussian approximation of complicated posterior distribution involved in the Bayesian paradigm for nonlinear dynamic systems. A general formulation for Gaussian approximation is first provided by equivalently representing posterior distribution as a… read more here.
Keywords: penalized kullback; minimization; posterior distribution; approximation ... See more keywords