Performance Issues in Non-Gaussian Filtering Problems
2006 (English)Report (Other academic)
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
Linköping: Linköping University Electronic Press, 2006. , 18 p.
LiTH-ISY-R, ISSN 1400-3902 ; 2737
Kullback divergence, Particle filtering
IdentifiersURN: urn:nbn:se:liu:diva-56089ISRN: LiTH-ISY-R-2737OAI: oai:DiVA.org:liu-56089DiVA: diva2:316845