81 citations · 175 across the 31 of their papers we have counts for
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Grid Based Nonlinear Filtering Revisited: Recursive Estimation & Asymptotic Optimality
Dionysios S. Kalogerias, Athina P. Petropulu
We revisit the development of grid based recursive approximate filtering of general Markov processes in discrete time, partially observed in conditionally Gaussian noise. The grid…
Uniform {\varepsilon}-Stability of Distributed Nonlinear Filtering over DNAs: Gaussian-Finite HMMs
Dionysios S. Kalogerias, Athina P. Petropulu
In this work, we study stability of distributed filtering of Markov chains with finite state space, partially observed in conditionally Gaussian noise. We consider a nonlinear filt…
Asymptotically Optimal Discrete Time Nonlinear Filters From Stochastically Convergent State Process Approximations
Dionysios S. Kalogerias, Athina P. Petropulu
We consider the problem of approximating optimal in the Minimum Mean Squared Error (MMSE) sense nonlinear filters in a discrete time setting, exploiting properties of stochasticall…