Renamed moving average filter to box filter
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@@ -7,7 +7,7 @@ However, in complex scenarios this frequently results in a poor representation,
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Recovering the probability density function using a kernel density estimation yields a promising approach to find the \qq{real} most probable state, but comes with high computational costs.
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Especially in time critical and time sequential scenarios, this turns out to be impractical.
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Therefore, this work uses techniques from digital signal processing in the context of estimation theory, to allow rapid computations of kernel density estimates.
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The gains in computational efficiency are realized by substituting the Gaussian filter with an approximate filter based on the moving average filter.
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The gains in computational efficiency are realized by substituting the Gaussian filter with an approximate filter based on the box filter.
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Our approach outperforms other state of the art solutions, due to a fully linear complexity \landau{N} and a negligible overhead, even for small sample sets.
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Finally, our findings are tried and tested within a real world sensor fusion system.
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\end{abstract}
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