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20122025
most citedGeneralized optimal sub-pattern assignment metric

297 citations · 1.1k across the 32 of their papers we have counts for

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6 papers · 1 filter

math.OC2023

Non-Myopic Sensor Control for Target Search and Track Using a Sample-Based GOSPA Implementation

Marcel Hernandez, Angel Garcia-Fernandez, Simon Maskell

This paper is concerned with sensor management for target search and track using the generalised optimal subpattern assignment (GOSPA) metric. Utilising the GOSPA metric to predict…

math.OC2022

Temporal Parallelisation of the HJB Equation and Continuous-Time Linear Quadratic Control

Simo Särkkä, Ángel F. García-Fernández

This paper presents a mathematical formulation to perform temporal parallelisation of continuous-time optimal control problems, which can be solved via the Hamilton--Jacobi--Bellma…

math.OC2021

Posterior linearisation smoothing with robust iterations

Jakob Lindqvist, Simo Särkkä, Ángel F. García-Fernández +2

This paper considers the problem of iterative Bayesian smoothing in nonlinear state-space models with additive noise using Gaussian approximations. Iterative methods are known to i…

math.OC2021

Temporal Parallelisation of Dynamic Programming and Linear Quadratic Control

Simo Särkkä, Ángel F. García-Fernández

This paper proposes a general formulation for temporal parallelisation of dynamic programming for optimal control problems. We derive the elements and associative operators to be a…

math.OC2017★ 18 cited

Damped Posterior Linearization Filter

Matti Raitoharju, Lennart Svensson, Ángel F. García-Fernández +1

The iterated posterior linearization filter (IPLF) is an algorithm for Bayesian state estimation that performs the measurement update using iterative statistical regression. The ma…

math.OC2016

Kullback-Leibler Divergence Approach to Partitioned Update Kalman Filter

Matti Raitoharju, Ángel F. García-Fernández, Robert Piché

Kalman filtering is a widely used framework for Bayesian estimation. The partitioned update Kalman filter applies a Kalman filter update in parts so that the most linear parts of m…