-
2
-
-
0036475402
-
Monte Carlo smoothing with application to audio signal enhancement
-
Fong W., Godsill S.J., Doucet A., and West M. Monte Carlo smoothing with application to audio signal enhancement. IEEE Transactions on Signal Processing 50 2 (2002) 438-449
-
(2002)
IEEE Transactions on Signal Processing
, vol.50
, Issue.2
, pp. 438-449
-
-
Fong, W.1
Godsill, S.J.2
Doucet, A.3
West, M.4
-
3
-
-
84899008192
-
-
Z. Ghahramani, S.T. Roweis, Learning nonlinear dynamical systems using an EM algorithm, in: Neural Information Processing Systems, 11, NIPS'98, 1999, pp. 431-437.
-
Z. Ghahramani, S.T. Roweis, Learning nonlinear dynamical systems using an EM algorithm, in: Neural Information Processing Systems, vol. 11, NIPS'98, 1999, pp. 431-437.
-
-
-
-
4
-
-
0030304310
-
Monte Carlo filter and smoother for non-Gaussian nonlinear state space models
-
Kitagawa G. Monte Carlo filter and smoother for non-Gaussian nonlinear state space models. Journal of Computational and Graphical Statistics 5 (1996) 1-25
-
(1996)
Journal of Computational and Graphical Statistics
, vol.5
, pp. 1-25
-
-
Kitagawa, G.1
-
5
-
-
33751003537
-
Rao-Blackwellized particle filter for multiple target tracking
-
Särkkä S., Vehtari A., and Lampinen J. Rao-Blackwellized particle filter for multiple target tracking. Information Fusion Journal 8 1 (2007) 2-15
-
(2007)
Information Fusion Journal
, vol.8
, Issue.1
, pp. 2-15
-
-
Särkkä, S.1
Vehtari, A.2
Lampinen, J.3
-
7
-
-
85057398603
-
-
Chapman & Hall, CRC, London, Boca Raton, FL
-
Crassidis J.L., and Junkins J.L. Optimal Estimation of Dynamic Systems (2004), Chapman & Hall, CRC, London, Boca Raton, FL
-
(2004)
Optimal Estimation of Dynamic Systems
-
-
Crassidis, J.L.1
Junkins, J.L.2
-
8
-
-
0003712010
-
A general method of approximating nonlinear transformations of probability distributions
-
Technical Report, Robotics Research Group, Department of Engineering Science, University of Oxford
-
S.J. Julier, J.K. Uhlmann, A general method of approximating nonlinear transformations of probability distributions, Technical Report, Robotics Research Group, Department of Engineering Science, University of Oxford, 1995.
-
(1995)
-
-
Julier, S.J.1
Uhlmann, J.K.2
-
9
-
-
0033723743
-
A new method for the nonlinear transformation of means and covariances in filters and estimators
-
Julier S.J., Uhlmann J.K., and Durrant-Whyte H.F. A new method for the nonlinear transformation of means and covariances in filters and estimators. IEEE Transactions on Automatic Control 45 3 (2000) 477-482
-
(2000)
IEEE Transactions on Automatic Control
, vol.45
, Issue.3
, pp. 477-482
-
-
Julier, S.J.1
Uhlmann, J.K.2
Durrant-Whyte, H.F.3
-
11
-
-
42649142602
-
Unscented Rauch-Tung-Striebel smoother
-
Särkkä S. Unscented Rauch-Tung-Striebel smoother. IEEE Transactions on Automatic Control 53 3 (2008) 845-849
-
(2008)
IEEE Transactions on Automatic Control
, vol.53
, Issue.3
, pp. 845-849
-
-
Särkkä, S.1
-
12
-
-
34648837231
-
On unscented Kalman filtering for state estimation of continuous-time nonlinear systems
-
Särkkä S. On unscented Kalman filtering for state estimation of continuous-time nonlinear systems. IEEE Transactions on Automatic Control 52 9 (2007) 1631-1641
-
(2007)
IEEE Transactions on Automatic Control
, vol.52
, Issue.9
, pp. 1631-1641
-
-
Särkkä, S.1
-
18
-
-
0001157746
-
On the differential equations satisfied by conditional probability densities of Markov processes, with applications
-
H.J. Kushner, On the differential equations satisfied by conditional probability densities of Markov processes, with applications, SIAM Journal on Control Series A 2 (1) (1964).
-
(1964)
SIAM Journal on Control Series A
, vol.2
, Issue.1
-
-
Kushner, H.J.1
-
23
-
-
0029199714
-
A new approach for filtering nonlinear systems
-
Seattle, Washington
-
S.J. Julier, J.K. Uhlmann, H.F. Durrant-Whyte, A new approach for filtering nonlinear systems, in: Proceedings of the 1995 American Control, Conference, Seattle, Washington, 1995, pp. 1628-1632.
-
(1995)
Proceedings of the 1995 American Control, Conference
, pp. 1628-1632
-
-
Julier, S.J.1
Uhlmann, J.K.2
Durrant-Whyte, H.F.3
-
24
-
-
21244437999
-
Unscented filtering and nonlinear estimation
-
Julier S.J., and Uhlmann J.K. Unscented filtering and nonlinear estimation. Proceedings of the IEEE 92 3 (2004) 401-422
-
(2004)
Proceedings of the IEEE
, vol.92
, Issue.3
, pp. 401-422
-
-
Julier, S.J.1
Uhlmann, J.K.2
-
26
-
-
3242789232
-
-
Artech House, Norwood, MA
-
Ristic B., Arulampalam S., and Gordon N. Beyond the Kalman Filter (2004), Artech House, Norwood, MA
-
(2004)
Beyond the Kalman Filter
-
-
Ristic, B.1
Arulampalam, S.2
Gordon, N.3
-
27
-
-
84937741903
-
Solutions to the linear smoothing problem
-
Rauch H.E. Solutions to the linear smoothing problem. IEEE Transactions on Automatic Control AC-8 (1963) 371-372
-
(1963)
IEEE Transactions on Automatic Control
, vol.AC-8
, pp. 371-372
-
-
Rauch, H.E.1
-
28
-
-
21644483999
-
Maximum likelihood estimates of linear dynamic systems
-
Rauch H.E., Tung F., and Striebel C.T. Maximum likelihood estimates of linear dynamic systems. AIAA Journal 3 8 (1965) 1445-1450
-
(1965)
AIAA Journal
, vol.3
, Issue.8
, pp. 1445-1450
-
-
Rauch, H.E.1
Tung, F.2
Striebel, C.T.3
-
29
-
-
0014550620
-
The optimum linear smoother as a combination of two optimum linear filters
-
Fraser D., and Potter J. The optimum linear smoother as a combination of two optimum linear filters. IEEE Transactions on Automatic Control 14 4 (1969) 387-390
-
(1969)
IEEE Transactions on Automatic Control
, vol.14
, Issue.4
, pp. 387-390
-
-
Fraser, D.1
Potter, J.2
-
32
-
-
33746101155
-
On the estimation of state variables and parameters for noisy dynamic systems
-
Cox H. On the estimation of state variables and parameters for noisy dynamic systems. IEEE Transactions on Automatic Control 9 1 (1964) 5-12
-
(1964)
IEEE Transactions on Automatic Control
, vol.9
, Issue.1
, pp. 5-12
-
-
Cox, H.1
-
34
-
-
0000658971
-
A survey of data smoothing for linear and nonlinear dynamic systems
-
Meditch J. A survey of data smoothing for linear and nonlinear dynamic systems. Automatica 9 (1973) 151-162
-
(1973)
Automatica
, vol.9
, pp. 151-162
-
-
Meditch, J.1
-
35
-
-
48049108920
-
-
Doctoral Dissertation, Helsinki University of Technology, Department of Electrical and Communications Engineering
-
S. Särkkä, Recursive Bayesian inference on stochastic differential equations, Doctoral Dissertation, Helsinki University of Technology, Department of Electrical and Communications Engineering, 2006.
-
(2006)
Recursive Bayesian inference on stochastic differential equations
-
-
Särkkä, S.1
|