53 citations · 143 across the 24 of their papers we have counts for
3 papers · 1 filter
Smoothing Dynamic Systems with State-Dependent Covariance Matrices
Aleksandr Y. Aravkin, James V. Burke
Kalman filtering and smoothing algorithms are used in many areas, including tracking and navigation, medical applications, and financial trend filtering. One of the basic assumptio…
Variational properties of value functions
Aleksandr Y. Aravkin, James V. Burke, Michael P. Friedlander
Regularization plays a key role in a variety of optimization formulations of inverse problems. A recurring theme in regularization approaches is the selection of regularization par…
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…