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20132026
most citedRobust Inference for State-Space Models with Skewed Measurement Noise

139 citations · 649 across the 28 of their papers we have counts for

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Showing 2014Show all

2 papers · 1 filter

eess.SY2014★ 121 cited

Approximate Bayesian Smoothing with Unknown Process and Measurement Noise Covariances

Tohid Ardeshiri, Emre Özkan, Umut Orguner +1

We present an adaptive smoother for linear state-space models with unknown process and measurement noise covariances. The proposed method utilizes the variational Bayes technique t…

math.DS2014★ 3 cited

Discretizing stochastic dynamical systems using Lyapunov equations

Niklas Wahlström, Patrix Axelsson, Fredrik Gustafsson

Stochastic dynamical systems are fundamental in state estimation, system identification and control. System models are often provided in continuous time, while a major part of the…