Approximate Gaussian conjugacy: parametric recursive filtering under nonlinearity, multimodality, uncertainty, and constraint, and beyond

Keyphrases

• Multimodality 100%
• Nonlinearity 100%
• Conjugacy 100%
• Recursive Filtering 100%
• Recursion 66%
• Gaussian Mixture 66%
• Unknown Input 66%
• Parametric Filters 66%
• Estimation Problem 33%
• Nonlinear Systems 33%
• State-space Model 33%
• Target Maneuver 33%
• Filter Design 33%
• Dynamic Estimation 33%
• Informative Observation Times 33%
• New Thought 33%
• Kalman 33%
• Multimodal Systems 33%
• Computing Complexity 33%
• Analytical Estimation 33%
• Non-Gaussian Noise 33%
• Series Filter 33%
• Prospective Development 33%
• Filter Evaluation 33%
• First-order Markov 33%
• Gaussian Mixture Priors 33%
• Markov Transition Model 33%

Engineering

• Recursive 100%
• Gaussians 100%
• Nonlinearity 100%
• Gaussian Mixture 75%
• Filter Design 25%
• Target Manoeuvre 25%
• Non-Gaussian Noise 25%
• Closed Form 25%
• Nonlinear System 25%

Computer Science

• Multimodality 100%
• Gaussian Mixture 100%
• Multimodal System 33%
• State Space 33%
• Transition Model 33%
• Non-Gaussian Noise 33%
• Nonlinear System 33%