Two new techniques guarantee positive definiteness in the NANO filter's natural gradient covariance update, improving performance over standard Kalman filters on nonlinear systems.
Posterior linearization filter: Principles and implementation using sigma points
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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.