The Augmented Gaussian Sum Filter unifies Gaussian sum filters and particle filters via an augmented Gaussian approximation with tunable covariances that interpolates continuously between the two behaviors.
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A Gaussian Sum Filter for Unifying Gaussian and Particle Filters
The Augmented Gaussian Sum Filter unifies Gaussian sum filters and particle filters via an augmented Gaussian approximation with tunable covariances that interpolates continuously between the two behaviors.