32 citations · 103 across the 26 of their papers we have counts for
7 papers · 1 filter
Spectral Factorization of Rank-Deficient Rational Densities
Wenqi Cao, Anders Lindquist
Though there have been hundreds of methods on solving rational spectral factorization, most of them are based on a positive definite density matrix assumption. In this work, we pro…
A Non-Gaussian Bayesian Filter Using Power and Generalized Logarithmic Moments
Guangyu Wu, Anders Lindquist
In this paper, we aim to propose a consistent non-Gaussian Bayesian filter of which the system state is a continuous function. The distributions of the true system states, and thos…
A Multivariate Non-Gaussian Bayesian Filter Using Power Moments
Guangyu Wu, Anders Lindquist
In this paper, we extend our results on the univariate non-Gaussian Bayesian filter using power moments to the multivariate systems, which can be either linear or nonlinear. Doing…
Group Steering: Approaches Based on Power Moments
Guangyu Wu, Anders Lindquist
This paper considers the problem of steering a vast group of agents of which the dynamics are governed by a discrete-time asymptotically stable first-order linear system. The group…
Density Steering by Power Moments
Guangyu Wu, Anders Lindquist
This paper considers the problem of steering an arbitrary initial probability density function to an arbitrary terminal one, where the system dynamics is governed by a first-order…
Non-Gaussian Bayesian Filtering by Density Parametrization Using Power Moments
Guangyu Wu, Anders Lindquist
Non-Gaussian Bayesian filtering is a core problem in stochastic filtering. The difficulty of the problem lies in parameterizing the state estimates. However the existing methods ar…