Iterated Posterior Linearization Smoother

DOI10.1109/TAC.2016.2592681MaRDI QIDQ5280393zbMATH OpenOpenAlexFDO

Authors Ángel F. García-Fernández, Lennart Svensson, Simo Särkkä

Publication date 27 July 2017

Published in IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/tac.2016.2592681

Mathematics Subject Classification ID

Bayesian inference (62F15) Linear regression; mixed models (62J05) Estimation and detection in stochastic control theory (93E10)

Cited in

(4)

• Rao-Blackwellized particle smoothing for mixed linear/nonlinear state-space model with asynchronously dependent noise processes
• Consensus-based nonlinear smoother for distributed continuous-discrete systems
• Auxiliary MCMC samplers for parallelisable inference in high-dimensional latent dynamical systems
• Parallel square-root statistical linear regression for inference in nonlinear state space models

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