2 citations · 2 across the 2 of their papers we have counts for
2 papers
stat.CO2015
Noise Robust Online Inference for Linear Dynamic Systems
Saikat Saha
We revisit the Bayesian online inference problems for the linear dynamic systems (LDS) under non- Gaussian environment. The noises can naturally be non-Gaussian (skewed and/or heav…
stat.CO2013★ 2 cited
Online inference in Markov modulated nonlinear dynamic systems: a Rao-Blackwellized particle filtering approach
Saikat Saha, Gustaf Hendeby
The Markov modulated (switching) state space is an important model paradigm in applied statistics. In this article, we specifically consider Markov modulated nonlinear state-space…