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What is Posterior Linearization Filter in Bayesian Processing about?

This paper presents the Posterior Linearization Filter (PLF), which improves Gaussian approximations in Bayesian filtering by linearizing the measurement function with respect to the posterior probability density function (PDF) instead of the prior. The authors propose the Iterated Posterior Linearization Filter (IPLF) as an approximation to the PLF, demonstrating its superior performance compared to other Gaussian filters through numerical examples. The paper discusses various algorithms for the update ste

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a1026292464

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EN