Markov chain Monte Carlo based adaptive Rauch-Tung-Striebel smoother
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Publication:2676154
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Cites work
- A flexible state-space model for learning nonlinear dynamical systems
- A Novel Adaptive Kalman Filter With Inaccurate Process and Measurement Noise Covariance Matrices
- A Novel Robust Gaussian–Student's t Mixture Distribution Based Kalman Filter
- Adaptive sequential estimation with unknown noise statistics
- AN APPROACH TO TIME SERIES SMOOTHING AND FORECASTING USING THE EM ALGORITHM
- Approaches to adaptive filtering
- Approximate Inference in State-Space Models With Heavy-Tailed Noise
- Bayesian filtering and smoothing
- Bayesian Inference for Linear Dynamic Models With Dirichlet Process Mixtures
- Bayesian Learning of Degenerate Linear Gaussian State Space Models Using Markov Chain Monte Carlo
- Dynamic matrix-variate graphical models
- scientific article; zbMATH DE number 2117879 (Why is no real title available?)
- Noise covariance matrices in state‐space models: A survey and comparison of estimation methods—Part I
- On Bayesian Fixed-Interval Smoothing Algorithms
- Online Bayesian inference and learning of Gaussian-process state-space models
- Pattern recognition and machine learning.
- Recursive Noise Adaptive Kalman Filtering by Variational Bayesian Approximations
- Student's t VAR Modeling With Missing Data Via Stochastic EM and Gibbs Sampling
- Variational Bayesian adaptation of process noise covariance matrix in Kalman filtering
- Variational Bayesian based adaptive PDA filter in scenarios with unknown detection probability and heavy-tailed process noise
Cited in
(4)- On-the-Fly Adaptive Smoothed Aggregation Multigrid for Markov Chains
- Convergence rate of Markov chains over switching distance regular networks
- Robust docking control and safety evaluation of autonomous aerial refueling for unmanned aerial vehicles
- Maritime ISAR detection and tracking algorithm for multiple maneuvering extended vessels in heavy-tailed clutter using SK-MM-sub-RMM-MB-TBD filter
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