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GP-UKF: Unscented kalman filters with Gaussian process prediction and observation models
2007 IEEE/RSJ International Conference on Intelligent Robots and Systems, 2007This paper considers the use of non-parametric system models for sequential state estimation. In particular, motion and observation models are learned from training examples using Gaussian process (GP) regression. The state estimator is an unscented Kalman filter (UKF). The resulting GP-UKF algorithm has a number of advantages over standard (parametric)
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