Particle Smoothing for Conditionally Linear Gaussian Models as Message Passing Over Factor Graphs

DOI10.1109/TSP.2018.2835379MaRDI QIDQ4622252zbMATH OpenOpenAlexWikidataFDO

Authors Giorgio M. Vitetta, Emilio Sirignano, Francesco Montorsi

Publication date 12 February 2019

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

Full work available at URL https://doi.org/10.1109/tsp.2018.2835379

Mathematics Subject Classification ID

Bayesian inference (62F15) Markov processes: estimation; hidden Markov models (62M05) Inference from stochastic processes and prediction (62M20)

Cited in

(1)

• Rao-Blackwellized particle smoothing for mixed linear/nonlinear state-space model with asynchronously dependent noise processes

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