Analytic Minimum Mean-Square Error Bounds in Linear Dynamic Systems With Gaussian Mixture Noise Statistics
For linear dynamic systems with Gaussian noise, the Kalman filter provides the Minimum Mean-Square Error (MMSE) state estimation by tracking the posterior. Similarly, for systems with Gaussian Mixture (GM) noise distributions, a bank of Kalman filters or the Gaussian Sum Filter (GSF), can provide th...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
IEEE
2020-01-01
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| Series: | IEEE Access |
| Subjects: | |
| Online Access: | https://ieeexplore.ieee.org/document/9058631/ |