Nonlinear Filters

Acronyms

 

Backprop KF

backpropagation Kalman filter

BMS

battery management systems

CKF

cubature Kalman filter

CNN

convolutional neural network

CRLB

Cramér–Rao lower bound

DDF

divided‐difference filter

DKF

deep Kalman filter

DRBPF

deep Rao–Blackwellized particle filter

DVBF

deep variational Bayes filter

DVIB

deep variational information bottleneck

EKF

extended Kalman filter

ELBO

evidence lower bound

EM

expectation maximization

FATE

fairness, accountability, transparency, and ethics

GAN

generative adversarial network

GRU

gated recurrent unit

HINT

hierarchical invertible neural transport

IB

information bottleneck

IMM

interacting multiple model

IS

importance sampling

KF

Kalman filter

KLD

Kullback–Leibler divergence

KVAE

Kalman variational autoencoder

LSTM

long short‐term memory

LTI

linear time‐invariant

LTV

linear time‐varying

MAP

maximum a posteriori

MCMC

Markov chain Monte Carlo

MDP

Markov decision process

ML

maximum likelihood

MMSE

minimum mean square error

MPF

marginalized particle filter

N‐EM

neural expectation maximization

NIB

nonlinear information bottleneck

NLL

negative log likelihood

PCRLB

posterior Cramér–Rao lower bound

PDF

probability distribution function

P‐EM

particle expectation maximization

PF

particle filter

PID

proportional‐integral‐derivative

POMDP

partially‐observable Markov decision process

RBPF

Rao‐Blackwellised particle filter

ReLU

rectified linear unit

R‐NEM

relational neural expectation maximization

RNN

recurrent neural network

SGVB

stochastic gradient ...