Approximate Inference in State-Space Models With Heavy-Tailed Noise

DOI10.1109/TSP.2012.2208106zbMath1393.94150OpenAlexW2088735810MaRDI QIDQ4574030

Gabriel Agamennoni, Eduardo M. Nebot, Juan I. Nieto

Publication date: 18 July 2018

Published in: IEEE Transactions on Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tsp.2012.2208106

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Bayesian inference (62F15) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

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