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Image Motion Processor

Image Motion Processor

  • Designed for non-linear, time-varying systems
  • Alternative to the Kalman-Bucy Filter
    • Nonlinear systems
    • Nongaussian noise
  • Uses classic predictor-error-corrector loop (cf. Kailath) of stochastic filtering
  • Does NOT use iterative matrix Riccati equation
    • Mean trajectory extrapolation
    • Update the covariance matrix

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