The Discriminative Kalman Filter for Bayesian Filtering with Nonlinear and Nongaussian Observation Models

Michael C. Burkhart, David M. Brandman, Brian Franco, Leigh R. Hochberg, Matthew T. Harrison. The Discriminative Kalman Filter for Bayesian Filtering with Nonlinear and Nongaussian Observation Models. Neural Computation, 32(5):969-1017, 2020. [doi]

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