Kalman-and-Bayesian-Filters-in-Python icon indicating copy to clipboard operation
Kalman-and-Bayesian-Filters-in-Python copied to clipboard

Published 20 hours ago • verified publisher icon rlabbe

Non normal noise

Open adahan opened this issue 3 years ago • 0 comments

First thank you for your amazing book. I went through most of it and it had been of invaluable help.

I was wondering if you had some advice when dealing with non normal process or sensor noise. You always model noise as discrete white noise. How would you adapt the UKF with a noise that is following a Laplace distribution for exemple?

thank you in advance

adahan avatar Aug 25 '22 11:08 adahan