Functional Bayesian Filter
IEEE Transactions on Signal Processing(2022)
摘要
We present a general nonlinear Bayesian filter for high-dimensional state estimation using the theory of reproducing kernel Hilbert space (RKHS). By applying the kernel method and the representer theorem to perform linear quadratic estimation in a functional space, we derive a Bayesian recursive state estimator for a general nonlinear dynamical system in the original input space. Unlike existing n...
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关键词
Kernel,Kalman filters,Bayes methods,Filtering,IIR filters,Filtering theory,Finite impulse response filters
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