139 citations · 208 across the 5 of their papers we have counts for
7 papers
Kalman filtering with empirical noise models
Matti Raitoharju, Henri Nurminen, Demet Cilden-Guler +1
Most Kalman filter extensions assume Gaussian noise and when the noise is non-Gaussian, usually other types of filters are used. These filters, such as particle filter variants, ar…
3D angle-of-arrival positioning using von Mises-Fisher distribution
Henri Nurminen, Laura Suomalainen, Simo Ali-Löytty +1
We propose modeling an angle-of-arrival (AOA) positioning measurement as a von Mises-Fisher (VMF) distributed unit vector instead of the conventional normally distributed azimuth a…
Approximate Recursive Identification of Autoregressive Systems with Skewed Innovations
Henri Nurminen, Tohid Ardeshiri
We propose a novel recursive system identification algorithm for linear autoregressive systems with skewed innovations. The algorithm is based on the variational Bayes approximatio…
State Estimation for Piecewise Affine State-Space Models
Rafael Rui, Tohid Ardeshiri, Henri Nurminen +2
We propose a filter for piecewise affine state-space (PWASS) models. In each filtering recursion, the true filtering posterior distribution is a mixture of truncated normal distrib…
Skew-t Filter and Smoother with Improved Covariance Matrix Approximation
Henri Nurminen, Tohid Ardeshiri, Robert Piché +1
Filtering and smoothing algorithms for linear discrete-time state-space models with skew-t-distributed measurement noise are proposed. The algorithms use a variational Bayes based…
Skew-t inference with improved covariance matrix approximation
Henri Nurminen, Tohid Ardeshiri, Robert Piche +1
Filtering and smoothing algorithms for linear discrete-time state-space models with skew-t distributed measurement noise are presented. The proposed algorithms improve upon our ear…