Acronyms
- AWGN
- Additive white Gaussian noise
- BE
- Backward Euler
- BFBM
- Backward filter backward model
- BFFM
- Backward filter forward model
- BIBO
- Bounded input bounded output
- CMN
- Colored measurement noise
- CPN
- Colored process noise
- DARE
- Discrete algebraic Riccati equation
- DARI
- Discrete algebraic Riccati inequality
- DDRE
- Discrete dynamic (difference) Riccati equation
- DFT
- Discrete Fourier transform
- DSM
- Discrete Shmaliy moments
- EKF
- Extended Kalman filter
- EOFIR
- Extended optimal finite impulse response
- FE
- Forward Euler method
- FF
- Fusion filter
- FFBM
- Forward filter backward model
- FFFM
- Forward filter forward model
- FH
- Finite horizon
- FIR
- Finite impulse response
- FPK
- Fokker‐Plank‐Kolmogorov
- GKF
- General Kalman filter
- GNPG
- Generalized noise power gain
- GPS
- Global Positioning System
- IDFT
- Inverse discrete Fourier transform
- IIR
- Infinite impulse response
- KBF
- Kalman‐Bucy filter
- KF
- Kalman filter
- KP
- Kalman predictor
- LMF
- Limited memory filter
- LMKF
- Limited memory Kalman filter
- LMI
- Linear matrix inequality
- LMP
- Limited memory predictor
- LUMV
- Linear unbiased minimum variance
- LS
- Least squares
- LTI
- Linear time invariant
- LTV
- Linear time varying
- MBF
- Modified Bryson‐Frazier
- MC
- Monte Carlo
- MIMO
- Multiple input multiple output
- ML
- Maximum likelihood
- MPC
- Model predictive control
- MSE
- Mean square error
- MVF
- Minimum variance FIR
- MVU
- Minimum variance unbiased
- NARE
- Nonsymmetric algebraic Riccati equation
- NPG
- Noise power gain
- ODE
- Ordinary differential equation
- OFIR
- Optimal finite impulse response
- OUFIR
- Optimal unbiased finite impulse response
- PF
- Particle filter
- PMF
- Point mass filter
- PSD
- power spectral density
- RDE
- Riccati differential equation
- RH
- Receding horizon
- RKF
- Robust Kalman filter
- RMSE
- Root mean square error
- ROC
- Region of convergence
- RTS
- Rauch‐Tung‐Striebel
- SDE
- Stochastic differential equation
- SIS
- Sequential importance sampling
- SPDE
- Stochastic partial differential equation
- UFIR
- Unbiased finite impulse response
- UKF
- Unscented Kalman filter
- UT
- Unscented transformation
- WGN
- White Gaussian noise
- WLS
- Weighted least squares
- WSN
- Wireless sensor network
- cdf
- cumulative distribution function
- cf
- characteristic function
- cKF
- centralized Kalman filter
- cUFIR
- centralized unbiased finite impulse response
- dKF
- distributed Kalman filter
- dUFIR
- distributed unbiased finite impulse response
KF- micro Kalman filter
UFIR- micro unbiased finite impulse response
- probability density function
- pmf
- probability mass function
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