activity
20152021
most citedOn Computational Complexity Reduction Methods for Kalman Filter Extensions

72 citations · 100 across the 5 of their papers we have counts for

collaborators

7 papers

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…

stat.AP2021

Kalman filtering with empirical noise models

Matti Raitoharju, Henri Nurminen, Demet Cilden-Guler +1

Most Kalman filter extensions assume Gaussian noise and when the noise is non-Gaussian, usually other types of filters are used. These filters, such as particle filter variants, ar…

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…

cs.CV2016

A statistical model of tristimulus measurements within and between OLED displays

Matti Raitoharju, Samu Kallio, Matti Pellikka

We present an empirical model for noises in color measurements from OLED displays. According to measured data the noise is not isotropic in the XYZ space, instead most of the noise…

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…

eess.SY2015★ 72 cited

On Computational Complexity Reduction Methods for Kalman Filter Extensions

Matti Raitoharju, Robert Piché

The Kalman filter and its extensions are used in a vast number of aerospace and navigation applications for nonlinear state estimation of time series. In the literature, different…