3 citations · 3 across the 1 of their papers we have counts for
2 papers
stat.ML2018
Improved Calibration of Numerical Integration Error in Sigma-Point Filters
Jakub Prüher, Toni Karvonen, Chris J. Oates +2
The sigma-point filters, such as the UKF, which exploit numerical quadrature to obtain an additional order of accuracy in the moment transformation step, are popular alternatives t…
stat.ME2017★ 3 cited
Student-t Process Quadratures for Filtering of Non-Linear Systems with Heavy-Tailed Noise
Jakub Prüher, Filip Tronarp, Toni Karvonen +2
The aim of this article is to design a moment transformation for Student- t distributed random variables, which is able to account for the error in the numerically computed mean. W…