Sigma point methods in optimal smoothing of non-linear stochastic state space models

Proceedings of the 2010 IEEE International Workshop on Machine Learning for Signal Processing, MLSP 2010

Volumn , Issue , 2010, Pages 184-189

  Särkkä, Simo ^a   Hartikainen, Jouni ^a  

^a AALTO UNIVERSITY   (Finland)

Author keywords

[No Author keywords available]

Indexed keywords

CENTRAL DIFFERENCE; GAUSS-HERMITE QUADRATURE; NON-LINEAR; OPTIMAL FILTERING; POINT-BASED APPROXIMATION; SIGMA POINT; STATE SPACE MODEL; UNSCENTED TRANSFORMATIONS;

LEARNING SYSTEMS; SIGNAL PROCESSING; STATE SPACE METHODS; STOCHASTIC MODELS;

OPTIMIZATION;

EID: 78449312347     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1109/MLSP.2010.5589160     Document Type: Conference Paper

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