[State Estimation] 2.2.8 Passing a Gaussian throught a Nonlinearity

将高斯 PDF 通过非线性函数，结果使用高斯变换表示。
这涉及到 linearization 。
问题的定义是有 \(\mathbf{x}\) 符合高斯噪声（即已知 \(p(\mathbf{x})\)），有变换 \(g(\cdot): \mathbf{x} \to \mathbf{y}\)（即已知 \(p(\mathbf{y}|\mathbf{x})\)），求 \(p(\mathbf{y})\)。

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