Robust Filtering and Smoothing with Gaussian Processes

DOI10.1109/TAC.2011.2179426zbMath1369.93678arXiv1203.4345OpenAlexW3103503690WikidataQ59864709 ScholiaQ59864709MaRDI QIDQ5352895

Carl Edward Rasmussen, Marc Peter Deisenroth, Ryan Darby Turner, Marco F. Huber, Uwe D. Hanebeck

Publication date: 8 September 2017

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1203.4345

Mathematics Subject Classification ID

Gaussian processes (60G15) Bayesian inference (62F15) Filtering in stochastic control theory (93E11) Data smoothing in stochastic control theory (93E14) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

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