139 citations · 649 across the 28 of their papers we have counts for
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stat.ME2017★ 15 cited
Robust Bayesian Filtering and Smoothing Using Student's t Distribution
Michael Roth, Tohid Ardeshiri, Emre Özkan +1
State estimation in heavy-tailed process and measurement noise is an important challenge that must be addressed in, e.g., tracking scenarios with agile targets and outlier-corrupte…
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…