Accounting for Location Error in Kalman Filters: Integrating ... - PLOS
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Accounting for Location Error in Kalman Filters: Integrating ... - PLOS
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Appendix S3: Second-Order Correction to the Posterior Expectation Here we will derive the second-order correction to the expectation of the posterior distribution [Yt |ξξt , Y≤t−1 ]. We have: E(Yt |ξξt , Y≤t−1 ) = EXt |ξξt E (Yt |Xt , Y≤t−1 ) (