Novel approximations for inference in nonlinear dynamical systems using expectation propagation

Neurocomputing

Volumn 69, Issue 1-3, 2005, Pages 85-99

  Ypma, Alexander ^a   Heskes, Tom ^a  

^a RADBOUD UNIVERSITY NIJMEGEN   (Netherlands)

Author keywords

Approximate inference; Expectation propagation; Kalman filtering; Laplace approximation; Nonlinear dynamical systems; Unscented transform

Indexed keywords

ALGORITHMS; APPROXIMATION THEORY; KALMAN FILTERING; LAPLACE TRANSFORMS; MARKOV PROCESSES; STATE SPACE METHODS;

APPROXIMATE INFERENCE; EXPECTATION PROPAGATION; LAPLACE APPROXIMATION; NONLINEAR DYNAMICAL SYSTEMS; UNSCENTED TRANSFORM;

INFERENCE ENGINES;

ALGORITHM; ARTICLE; CONTROLLED STUDY; EXPECTATION; EXPERIMENTATION; INTERMETHOD COMPARISON; NOISE; NONLINEAR SYSTEM; OBSERVATION; PERFORMANCE; PRIORITY JOURNAL;

EID: 27844550751     PISSN: 09252312     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.neucom.2005.02.020     Document Type: Article

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