activity
20132019
most citedThe Ensemble Kalman Filter: A Signal Processing Perspective

75 citations · 133 across the 5 of their papers we have counts for

collaborators

5 papers

cs.IT2019★ 8 cited

Some Results on Tighter Bayesian Lower Bounds on the Mean-Square Error

Lucien Bacharach, Carsten Fritsche, Umut Orguner +1

In random parameter estimation, Bayesian lower bounds (BLBs) for the mean-square error have been noticed to not be tight in a number of cases, even when the sample size, or the sig…

eess.SP2019★ 46 cited

Bayesian Cooperative Localization Using Received Signal Strength With Unknown Path Loss Exponent: Message Passing Approaches

Di Jin, Feng Yin, Carsten Fritsche +2

We propose a Bayesian framework for the received-signal-strength-based cooperative localization problem with unknown path loss exponent. Our purpose is to infer the marginal poster…

stat.ME2017★ 75 cited

The Ensemble Kalman Filter: A Signal Processing Perspective

Michael Roth, Gustaf Hendeby, Carsten Fritsche +1

The ensemble Kalman filter (EnKF) is a Monte Carlo based implementation of the Kalman filter (KF) for extremely high-dimensional, possibly nonlinear and non-Gaussian state estimati…

math.OC2016★ 3 cited

Distributed Localization of Tree-structured Scattered Sensor Networks

Sina Khoshfetrat Pakazad, Emre Özkan, Carsten Fritsche +2

Many of the distributed localization algorithms are based on relaxed optimization formulations of the localization problem. These algorithms commonly rely on first-order optimizati…

stat.CO2013★ 1 cited

Recursive maximum likelihood identification of jump Markov nonlinear systems

Emre Özkan, Fredrik Lindsten, Carsten Fritsche +1

In this contribution, we present an online method for joint state and parameter estimation in jump Markov non-linear systems (JMNLS). State inference is enabled via the use of part…