Kalman Filter - Non-linear Filters

Non-linear Filters

The basic Kalman filter is limited to a linear assumption. More complex systems, however, can be nonlinear. The non-linearity can be associated either with the process model or with the observation model or with both.

Read more about this topic:  Kalman Filter

Famous quotes containing the word filters:

    “Raise a million filters and the rain will not be clean, until the longing for it be refined in deep confession. And still we hear, If only this nation had a soul, or, Let us change the way we trade, or, Let us be proud of our region.”
    —Leonard Cohen (b. 1934)