Performance Issues in Non-Gaussian Filtering Problems
2006 (English)In: Proceedings of the 2006 IEEE Nonlinear Statistical Signal Workshop, 2006, 65-68 p.Conference paper (Refereed)
Performance for many filtering problems is usually measured using the second order moment. For non-Gaussian application this measure is not always sufficient. In the paper the Kullback divergence is extensively used to compare distributions. Several estimation techniques are compared, and methods such as the particle filter are shown to give superior performance over some classical second-order estimators.
Place, publisher, year, edition, pages
2006. 65-68 p.
Kullback divergence, Particle filtering
Engineering and Technology Control Engineering
IdentifiersURN: urn:nbn:se:liu:diva-34560DOI: 10.1109/NSSPW.2006.4378821Local ID: 21829ISBN: 978-1-4244-0581-7OAI: oai:DiVA.org:liu-34560DiVA: diva2:255408
2006 IEEE Nonlinear Statistical Signal Workshop, Cambridge, UK, September, 2006