Name
Title | ||
|---|---|---|
Iterative Filtering and Smoothing in Nonlinear and Non-Gaussian Systems Using Conditional Moments. |
Abstract | ||
|---|---|---|
This letter presents the development of novel iterated filters and smoothers that only require specification of the conditional moments of the dynamic and measurement models. This leads to generalizations of the iterated extended Kalman filter, the iterated extended Kalman smoother, the iterated posterior linearization filter, and the iterated posterior linearization smoother. The connections to t... |
Year | DOI | Venue |
|---|---|---|
2018 | 10.1109/LSP.2018.2794767 | IEEE Signal Processing Letters |
Keywords | Field | DocType |
Smoothing methods,Kalman filters,Signal processing algorithms,Approximation algorithms,Random variables,Estimation,Computational modeling | Convergence (routing),Approximation algorithm,Mathematical optimization,Iterative method,Algorithm,Kalman filter,Gaussian,Smoothing,Iterated function,Linearization,Mathematics | Journal |
Volume | Issue | ISSN |
25 | 3 | 1070-9908 |
Citations | PageRank | References |
2 | 0.41 | 0 |
Authors | ||
3 | ||
Name | Order | Citations | PageRank |
|---|---|---|---|
| Filip Tronarp | 1 | 8 | 5.65 |
| Angel F. Garcia-Fernandez | 2 | 131 | 18.15 |
| Simo Särkkä | 3 | 623 | 66.52 |