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The paper is devoted to the state estimation of nonlinear stochastic dynamic systems. The stress is laid on a grid-based numerical solution to the Bayesian recursive relations using the point-mass filter (PMF). In the paper, a novel conditional density dr
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Conditional Density Driven Grid Design In Point-Mass Filter
The paper is devoted to the state estimation of nonlinear stochastic dynamic systems. The stress is laid on a grid-based numerical solution to the Bayesian recursive relations using the point-mass filter (PMF). In the paper, a novel conditional density dr