Two new techniques guarantee positive definiteness in the NANO filter's natural gradient covariance update, improving performance over standard Kalman filters on nonlinear systems.
Discrete-time nonlinear filtering algorithms using Gauss–hermite quadrature
2 Pith papers cite this work. Polarity classification is still indexing.
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Pith papers citing it
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2026 2verdicts
UNVERDICTED 2representative citing papers
The NANO filter uses natural gradient descent to iteratively refine Gaussian state estimates while preserving covariance positive definiteness and exactly recovering the Kalman update in the linear-Gaussian case.
citing papers explorer
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Natural Gradient Gaussian Approximation Filter with Positive Definiteness Guarantee
Two new techniques guarantee positive definiteness in the NANO filter's natural gradient covariance update, improving performance over standard Kalman filters on nonlinear systems.
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Natural Gradient Bayesian Filtering: Geometry-Aware Filter for Dynamical Systems
The NANO filter uses natural gradient descent to iteratively refine Gaussian state estimates while preserving covariance positive definiteness and exactly recovering the Kalman update in the linear-Gaussian case.