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.
An assessment of the navigation and course corrections for a manned flyby of mars or venus
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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.