5 citations · 5 across the 4 of their papers we have counts for
Showing math.OCShow all
2 papers · 1 filter
math.OC2013
Optimization viewpoint on Kalman smoothing, with applications to robust and sparse estimation
Aleksandr Y. Aravkin, James V. Burke, Gianluigi Pillonetto
In this paper, we present the optimization formulation of the Kalman filtering and smoothing problems, and use this perspective to develop a variety of extensions and applications.…
math.OC2012
Epi-convergent Smoothing with Applications to Convex Composite Functions
James V. Burke, Tim Hoheisel
Smoothing methods have become part of the standard tool set for the study and solution of nondifferentiable and constrained optimization problems as well as a range of other variat…