Iterated Posterior Linearization Smoother

DOI10.1109/TAC.2016.2592681zbMath1366.62046OpenAlexW2476701242MaRDI QIDQ5280393

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

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

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

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