43 citations · 74 across the 3 of their papers we have counts for
3 papers
An Introduction to Twisted Particle Filters and Parameter Estimation in Non-linear State-space Models
Juha Ala-Luhtala, Nick Whiteley, Kari Heine +1
Twisted particle filters are a class of sequential Monte Carlo methods recently introduced by Whiteley and Lee to improve the efficiency of marginal likelihood estimation in state-…
Partitioned Update Kalman Filter
Matti Raitoharju, Robert Piché, Juha Ala-Luhtala +1
In this paper we present a new Kalman filter extension for state update called Partitioned Update Kalman Filter (PUKF). PUKF updates the state using multidimensional measurements i…
Gaussian filtering and variational approximations for Bayesian smoothing in continuous-discrete stochastic dynamic systems
Juha Ala-Luhtala, Simo Särkkä, Robert Piché
The Bayesian smoothing equations are generally intractable for systems described by nonlinear stochastic differential equations and discrete-time measurements. Gaussian approximati…