MMSE-based filtering in presence of non-Gaussian system and measurement noise

Keyphrases

• Noise Measurement 100%
• Minimum Mean Square Error 100%
• System Noise 100%
• Gaussian Measurements 100%
• Gaussian Mixture 100%
• Mixture Kalman Filter 100%
• Non-Gaussian System 100%
• Gaussian Sum Filter 100%
• Reduction Method 75%
• Performance Estimation 50%
• Density of States 50%
• Mixture Reduction 50%
• Multiple Modeling 50%
• Model Order Reduction 50%
• Order Density 50%
• Estimation Accuracy 25%
• Lower Order 25%
• Computational Complexity 25%
• Non-Gaussian 25%
• Probability Density Function 25%
• Particle Filter 25%
• Kullback-Leibler Divergence 25%
• Gaussian Mixture Model 25%
• Exponential Model 25%
• Order Reduction 25%
• Model Order 25%
• Sequential Bayesian Estimation 25%
• System Probabilities 25%
• Recursive Estimator 25%
• Reduction Algorithm 25%
• Gaussian Sum Particle Filter 25%

Engineering

• Gaussians 100%
• Mean Square Error 100%
• Filtration 100%
• Measurement Noise 100%
• Kalman Filter 50%
• Gaussian Mixture 50%
• Particle Filter 25%
• State Posterior 25%
• Computational Complexity 12%
• Probability Density Function 12%
• Gaussian Mixture Model 12%
• Recursive 12%
• Kullback-Leibler Divergence 12%

Mathematics

• Gaussian Distribution 100%
• Mean Square Error 100%
• Kalman Filtering 36%
• Minimizes 9%
• Nonlinear 9%
• Probability Density Function 9%
• Gaussian Filter 9%
• Reduction Algorithm 9%
• Gaussian Mixture Model 9%
• Bayesian Estimation 9%
• Kullback-Leibler Divergence 9%
• Reduction Method 9%