Approximate Inference and Learning of State Space Models With Laplace Noise

DOI10.1109/TSP.2021.3075146OpenAlexW3157481694MaRDI QIDQ5103603

Roland Badeau, Philippe Depalle, Julian Neri

Publication date: 23 September 2022

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

Full work available at URL: https://doi.org/10.1109/tsp.2021.3075146

Mathematics Subject Classification ID

Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

Related Items (2)

Approximate Inference in State-Space Models With Heavy-Tailed Noise ⋮ Marginalized approximate filtering of state‐space models

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