References

1. Kotecha JH, Djuriimg PM. Gaussian Particle Filtering. Proceedings of the 11th Signal Processing Workshop on Statistical Signal Processing; 2001, pp. 429–432.

2. Kotecha JH, Djuriimg PM. Gaussian particle filtering. IEEE Trans. Sig. Proc. 2003:51(10); 2592–2601.

3. Wan EA, van der Merwe R. The unscented Kalman filter for nonlinear estimation. Adaptive Systems for Signal Processing, Communications and Control Symposium, AS-SPEC; 2000, pp. 153–158.

4. Kotecha JH, Djuriimg PM. Gaussian sum particle filtering. IEEE Trans. Sig. Proc. 2003: 51(10);2602–2612.

5. van der Merwe R, Wan E. Gaussian Mixture Sigma-Point Particle Filters for Sequential Probabilistic Inference in Dynamic State-Space Models. ICASSP; 2003.

6. Sornette D, Ide K. The Kalman–Levy filter. Physica D, 115:2001;142–174.

7. Balakrishna N. Statistical signal extraction using stable processes. Stat. Prob. Lett. 2009: 79(7);851–856.

8. Wang D, Zhang C, Zhao X. Multivariate Laplace filter: a heavy-tailed model for target tracking. 19th International Conference on Pattern Recognition; 2008, pp. 1–4.

9. Gordon N, Percival J, Robinson M. The Kalman–Levy filter and heavy-tailed models for tracking maneuvering targets. Proceedings ...

Get Bayesian Estimation and Tracking: A Practical Guide now with the O’Reilly learning platform.

O’Reilly members experience live online training, plus books, videos, and digital content from nearly 200 publishers.