Iterated Posterior Linearization Smoother

Garcia-Fernandez, AF; Svensson, L; Sarkka, S

Garcia-Fernandez, AF (reprint author), Curtin Univ, Dept Elect & Comp Engn, Perth, WA 6102, Australia.

IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 2017; 62 (4): 2056

Abstract

This note considers the problem of Bayesian smoothing in nonlinear state-space models with additive noise using Gaussian approximations. Sigma-point a......

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