Approximate Inference in State-Space Models With Heavy-Tailed Noise

DOI10.1109/TSP.2012.2208106MaRDI QIDQ4574030zbMATH OpenOpenAlexFDO

Authors Gabriel Agamennoni, Juan I. Nieto, Eduardo M. Nebot

Publication date 18 July 2018

Published in IEEE Transactions on Signal Processing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/tsp.2012.2208106

Mathematics Subject Classification ID

Bayesian inference (62F15) Estimation in multivariate analysis (62H12) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

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• Robust algorithm for attack detection based on time‐varying hidden Markov model subject to outliers
• Robust linearly constrained extended Kalman filter for mismatched nonlinear systems
• Estimation of dual‐mode nonlinear stochastic systems with unknown parameters
• Maximum correntropy criterion variational Bayesian adaptive Kalman filter based on strong tracking with unknown noise covariances
• Forward modeling and inverse estimation for nonlinear filtering
• A novel stochastically stable variational Bayesian Kalman filter for spacecraft attitude estimation
• Recursive Bayesian inference and learning for target tracking with unknown maneuvers
• Discrete-time linear skew-Gaussian system and its recursive fixed-dimensional exact density filtering
• A novel nonlinear filter through constructing the parametric Gaussian regression process
• Viking: variational Bayesian variance tracking
• Distributed sequential filtering for nonlinear systems with heavy-tailed noise under binary sensor networks: a variational Bayesian approach
• A novel moving horizon estimation-based robust Kalman filter with heavy-tailed noises
• A novel partitioned matrix-based parameter update method embedded in variational Bayesian for underwater positioning
• Robust sequential learning of feedforward neural networks in the presence of heavy-tailed noise

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