Nonlinear Bayesian estimation using Gaussian sum approximations
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(98)- On particle methods for parameter estimation in state-space models
- An extensible framework for the probabilistic search of stochastically-moving targets characterized by generalized Gaussian distributions or experimentally-defined regions of interest
- Iterated gain-based stochastic filters for dynamic system identification
- Maximum correntropy unscented Kalman and information filters for non-Gaussian measurement noise
- An improved Gaussian mixture CKF algorithm under non-Gaussian observation noise
- Multimodal ensemble Kalman filtering using Gaussian mixture models
- Nonlinear and nonnormal filters using Monte Carlo methods
- Computational aspects of sequential Monte Carlo filter and smoother
- Nonlinear continuous-discrete filtering using kernel density estimatesand functional integrals
- Understanding the Ensemble Kalman Filter
- Data driven adaptive Gaussian mixture model for solving Fokker-Planck equation
- Active data collection for efficient estimation and comparison of nonlinear neural models
- Nonlinear filtering via stochastic PDE projection on mixture manifolds in \(L^2\) direct metric
- Gaussian sum approximations in nonlinear filtering and control
- Non-iterative Cauchy kernel-based maximum correntropy cubature Kalman filter for non-Gaussian systems
- scientific article; zbMATH DE number 7255049 (Why is no real title available?)
- Scaled unscented transform Gaussian sum filter: theory and application
- A non-Gaussian Bayesian filter using power and generalized logarithmic moments
- Minimum entropy filtering for a single output non-Gaussian stochastic system using state transformation
- Ensemble-regularized kernel density estimation with applications to the ensemble Gaussian mixture filter
- scientific article; zbMATH DE number 1208114 (Why is no real title available?)
- Adaptive forgetting in recursive identification through multiple models†
- Distributed navigation system for uniaxial wheeled modules
- Minimum error entropy high-order extend Kalman filter with fiducial points
- A new smoothing algorithm for jump Markov linear systems
- Numerical integration‐based Gaussian mixture filters for maximum likelihood estimation of asymmetric stochastic volatility models
- Computational Methods for Time Series Analysis
- Simulated maximum likelihood in nonlinear continuous-discrete state space models: importance sampling by approximate smoothing
- Modified strong tracking unscented Kalman filter for nonlinear state estimation with process model uncertainty
- Nonlinear filters based on taylor series expansions∗
- Signal extraction and knowledge discovery based on statistical modeling
- Smoothing and filtering with a class of outer measures
- Developing practical filters for non-linear systems using a new approach
- Performance assessment for non-Gaussian systems by minimum entropy control and dynamic data reconciliation
- An information based approach to stochastic control problems
- Distribution function tracking filter design using hybrid characteristic functions
- Optimal non-linear estimation for distributed-parameter systems via the partition theorem
- Generalised shot-noise representations of stochastic systems driven by non-Gaussian Lévy processes
- The auxiliary iterated extended Kalman particle filter
- Comparison of continuity equation and Gaussian mixture model for long-term density propagation using semi-analytical methods
- Nonlinear and non-Gaussian state-space modeling with Monte Carlo simulations
- Approximation of probability distributions by convex mixtures of Gaussian measures
- Parameter estimation using splines
- Different approaches for state filtering in nonlinear systems with uncertain observations
- Dirac mixture approximation for nonlinear stochastic filtering
- Unscented Kalman filter with advanced adaptation of scaling parameter
- Comparison of the performance of particle filter algorithms applied to tracking of a disease epidemic
- Mixture ensemble Kalman filters
- High-dimensional robust regression under heavy-tailed data: asymptotics and universality
- Chaotic synchronization based on neural filter
- Multiple sparse-grid Gauss-Hermite filtering
- Centralized fusion of unscented Kalman filter based on Huber robust method for nonlinear moving target tracking
- A deterministic filter for non-Gaussian Bayesian estimation -- Applications to dynamical system estimation with noisy measurements
- Parameter estimation for jump Markov linear systems
- Maximum likelihood estimation of latent Markov models using closed-form approximations
- Parallel probabilistic graphical model approach for nonparametric Bayesian inference
- A self-organizing state space model and simplex initial distribution search
- An alternative approach to non-linear filtering†
- Interacting and annealing particle filters: mathematics and a recipe for applications
- A residual-driven adaptive Gaussian mixture approximation for Bayesian inverse problems
- Bandwidth selection in pre-smoothed particle filters
- Smoother and Bayesian filter based semi-codeless tracking of dual-frequency GPS signals
- Particle filters and Bayesian inference in financial econometrics
- On the development of practical nonlinear filters
- GPU-accelerated Bayesian learning and forecasting in simultaneous graphical dynamic linear models
- Stochastic model predictive control with switched latent force models
- Quadratic covariance‐constrained filtering for linear and non‐linear systems with non‐Gaussian noises
- Non-Gaussian Bayesian filtering by density parametrization using power moments
- On recursive marginal and MAP inference in state observation models
- A transfer learning method to solve Fokker-Planck equation based on the equivalent linearization
- Quasi-stochastic integration filter for nonlinear estimation
- Generalised particle filters with Gaussian mixtures
- Non-Gaussian seasonal adjustment
- Functional adaptive controller for multivariable stochastic systems with dynamic structure of neural network
- Warp Bridge Sampling: The Next Generation
- The two-filter formula for smoothing and an implementation of the Gaussian-sum smoother
- Error-controlled global sensitivity analysis of ordinary differential equations
- Universal series induced by approximate identities and some relevant applications
- A sigma point-based resampling algorithm in particle filter
- Partitioned estimation algorithms. I: Nonlinear estimation
- Approximate importance sampling Monte Carlo for data assimilation
- Monte Carlo-moments micro-macro parareal method for unimodal and bimodal scalar McKean-Vlasov sdes
- A survey of sequential Monte Carlo methods for economics and finance
- Distributed maximum correntropy unscented Kalman filtering with state equality constraints
- Likelihood function modeling of particle filter in presence of non-stationary non-Gaussian measurement noise
- Novel iterative cubature Kalman filters under maximum correntropy criterion for the robust state estimation
- Nonlinear continuous time modeling approaches in panel research
- Gait transitions in a phase oscillator model of an insect central pattern generator
- Approximate Bayesian recursive estimation
- Reduction of dimensionality in Bayesian nonlinear regression with a pharmacokinetic application
- A maximum entropy method for particle filtering
- A Gaussian sum approach to the multi-target identification-tracking problem
- Stable kernel size adaptation-based maximum correntropy Kalman filter
- Performance evaluation of UKF-based nonlinear filtering
- Modeling atmospheric dispersion: Uncertainty management of release height after a nuclear accident
- Particle Gaussian mixture filters. I.
- Particle Gaussian mixture filters. II.
- Monte Carlo filters for non-linear state estimation
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