Moment estimation using a marginalized transform

IEEE Transactions on Signal Processing

Volumn 60, Issue 12, 2012, Pages 6138-6150

  Sandblom, Fredrik ^a,b   Svensson, Lennart ^a  

^a VOLVO AERO CORPORATION   (Sweden)

^b CHALMERS UNIVERSITY OF TECHNOLOGY   (Sweden)

Author keywords

Bayes methods; filtering theory; Kalman filter; recursive estimation; statistical linearization; tracking

Indexed keywords

ANALYTICAL EXPRESSIONS; BAYES METHOD; BAYESIAN FRAMEWORKS; CUBATURE RULES; DIVIDED DIFFERENCE; ESTIMATION ALGORITHM; FILTERING THEORY; GAUSSIAN RANDOM VARIABLE; HERMITE POLYNOMIALS; MOMENT ESTIMATION; NON-LINEAR FILTERING PROBLEMS; RECURSIVE ESTIMATION; STATISTICAL LINEARIZATION; UNSCENTED TRANSFORM;

COVARIANCE MATRIX; ESTIMATION; FUNCTION EVALUATION; KALMAN FILTERS; POLYNOMIALS; SURFACE DISCHARGES;

PARAMETER ESTIMATION;

EID: 84870485756     PISSN: 1053587X     EISSN: None     Source Type: Journal    
DOI: 10.1109/TSP.2012.2215605     Document Type: Article

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