Non-Gaussian Bayesian filtering by density parametrization using power moments
From MaRDI portal
Publication:6110312
DOI10.1016/j.automatica.2023.111061zbMath1520.93577arXiv2207.08519OpenAlexW4367839132MaRDI QIDQ6110312
Publication date: 5 July 2023
Published in: Automatica (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2207.08519
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- A Mathematical Theory of Communication
- Digital synthesis of non-linear filters
- On Kullback-Leibler loss and density estimation
- Optimal quadrature formula nonlinear estimators
- Choice of basis for Laplace approximation
- A note on proximity of distributions in terms of coinciding moments.
- Maximum entropy solutions and moment problem in unbounded domains
- Recursive Bayesian estimation using Gaussian sums
- A novel robust Kalman filter with unknown non-stationary heavy-tailed noise
- A State-Space Calculus for Rational Probability Density Functions and Applications to Non-Gaussian Filtering
- Interior point solutions of variational problems and global inverse function theorems
- Kullback-leibler approximation of spectral density functions
- Matrix Analysis
- A nonlinear filtering algorithm based on an approximation of the conditional distribution
- High-Dimensional Probability
- The Moment Problem
- Optimal Inequalities in Probability Theory: A Convex Optimization Approach
- A note on the iterative application of Bayes' rule
- Monte Carlo techniques to estimate the conditional expectation in multi-stage non-linear filtering†
- The Kalman-Bucy Filter as a True Time-Varying Wiener Filter
- Nonlinear Bayesian estimation using Gaussian sum approximations
This page was built for publication: Non-Gaussian Bayesian filtering by density parametrization using power moments
