Paper A. Gaussian Filtering using State Decomposition Methods. Edited version of the paper: F. Beutler, M. F. Huber, and U. D. Hanebeck. Gaussian Filtering using State Decomposition Methods. In Proceedings of the 12th International Conference on Information Fusion (Fusion), pages 579-586, Seattle, WA, USA, July 2009

State estimation for nonlinear systems generally requires approximations of the system or the probability densities, as the occurring prediction and filtering equations cannot be solved in closed form. For instance, Linear Regression Kalman Filters like the Unscented Kalman Filter or the considered Gaussian Filter propagate a small set of sample points through the system to approximate the posterior mean and covariance matrix. To reduce the number of sample points, special structures of the systemandmeasurement equation can be taken into account. In this paper, two principles of system decomposition are considered and applied to the Gaussian Filter. One principle exploits that only a part of the state vector is directly observed by the measurement. The second principle separates the system equations into linear and nonlinear parts in order to merely approximate the nonlinear part of the state. The benefits of both decompositions are demonstrated on a real-world example.