Two new techniques guarantee positive definiteness in the NANO filter's natural gradient covariance update, improving performance over standard Kalman filters on nonlinear systems.
The iterated kalman filter update as a gauss-newton method
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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.