arXiv stat.ML
· Papers
An adaptive split-combine Gaussian mixture filter for nonlinear and multimodal state estimation
arXiv:2608.04430v2 Announce Type: replace-cross Abstract: Filtering combines model predictions with measurements to estimate the probability density function (PDF) of a system state over time. The PDF often becomes highly asymmetric and even multimodal in nonlinear systems with oscillatory or chaotic dynamics. Such non