Non guassian kalman filters

vbprogrammer · July 18th, 2007, 10:24 pm

Does anyone know some good references that can be used for implmenting kalman filters suited for non-guassian dataset(s). Essentially, I wan to avoid the assumption of joint normal distribution of the variables.

alexv · July 19th, 2007, 2:27 pm

A wealth of downloadable papers on new developments in Kalman filtering is available here:http://cslu.cse.ogi.edu/cgi-bin/publica ... &REC=6Alex