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Fourier-Hermite series for stochastic stability analysis of non-linear Kalman filters.

, and . FUSION, page 1829-1836. IEEE, (2016)

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Fourier-Hermite Kalman Filter., and . IEEE Trans. Automat. Contr., 57 (6): 1511-1515 (2012)Batch nonlinear continuous-time trajectory estimation as exactly sparse Gaussian process regression., , , and . Auton. Robots, 39 (3): 221-238 (2015)Fourier-Hermite series for stochastic stability analysis of non-linear Kalman filters., and . FUSION, page 1829-1836. IEEE, (2016)Non-Linear Continuous-Discrete Smoothing by Basis Function Expansions of Brownian Motion., and . FUSION, page 1-8. IEEE, (2018)Continuous-Discrete von Mises-Fisher Filtering on S2 for Reference Vector Tracking., , and . FUSION, page 1345-1352. IEEE, (2018)Cooperative Localization Using Posterior Linearization Belief Propagation., , and . IEEE Trans. Vehicular Technology, 67 (1): 832-836 (2018)Student's $t$-Filters for Noise Scale Estimation., , and . IEEE Signal Process. Lett., 26 (2): 352-356 (2019)State-Space Inference for Non-Linear Latent Force Models with Application to Satellite Orbit Prediction., , and . ICML, icml.cc / Omnipress, (2012)IMU and magnetometer modeling for smartphone-based PDR., and . IPIN, page 1-8. IEEE, (2016)Rao-Blackwellized particle filter for multiple target tracking., , and . Inf. Fusion, 8 (1): 2-15 (2007)