[HTML][HTML] Approximate Gaussian conjugacy: parametric recursive filtering under nonlinearity, multimodality, uncertainty, and constraint, and beyond
Since the landmark work of RE Kalman in the 1960s, considerable efforts have been
devoted to time series state space models for a large variety of dynamic estimation …
devoted to time series state space models for a large variety of dynamic estimation …
A look at Gaussian mixture reduction algorithms
We review the literature and look at two of the best algorithms for Gaussian mixture
reduction, the GMRC (Gaussian Mixture Reduction via Clustering) and the COWA …
reduction, the GMRC (Gaussian Mixture Reduction via Clustering) and the COWA …
Finite mixture modeling in time series: A survey of Bayesian filters and fusion approaches
From the celebrated Gaussian mixture, model averaging estimators to the cutting-edge multi-
Bernoulli mixture of various forms, finite mixture models offer a fundamental and flexible …
Bernoulli mixture of various forms, finite mixture models offer a fundamental and flexible …
Estimation and maintenance of measurement rates for multiple extended target tracking
K Granström, U Orguner - 2012 15th International Conference …, 2012 - ieeexplore.ieee.org
In Gilholm et al.'s extended target model, the number of measurements generated by a
target is Poisson distributed with measurement rate γ. Practical use of this extended target …
target is Poisson distributed with measurement rate γ. Practical use of this extended target …
SLAM with dynamic targets via single-cluster PHD filtering
This paper presents the first algorithm for simultaneous localization and mapping (SLAM)
that can estimate the locations of both dynamic and static features in addition to the vehicle …
that can estimate the locations of both dynamic and static features in addition to the vehicle …
Product importance sampling for light transport path guiding
Abstract The efficiency of Monte Carlo algorithms for light transport simulation is directly
related to their ability to importance‐sample the product of the illumination and reflectance in …
related to their ability to importance‐sample the product of the illumination and reflectance in …
PHD and CPHD filtering with unknown detection probability
C Li, W Wang, T Kirubarajan, J Sun… - IEEE Transactions on …, 2018 - ieeexplore.ieee.org
A priori knowledge of target detection probability is of critical importance in the Gaussian
mixture probability hypothesis density (PHD) and cardinalized PHD (CPHD) filters. In …
mixture probability hypothesis density (PHD) and cardinalized PHD (CPHD) filters. In …
Stochastic monitoring of distribution networks including correlated input variables
The evolving complexity of distribution networks with higher levels of uncertainties is a new
challenge faced by system operators. This paper introduces the use of Gaussian mixtures …
challenge faced by system operators. This paper introduces the use of Gaussian mixtures …
New prediction for extended targets with random matrices
K Granström, U Orguner - IEEE Transactions on Aerospace and …, 2014 - ieeexplore.ieee.org
This paper presents a new prediction update for extended targets whose extensions are
modeled as random matrices. The prediction is based on several minimizations of the …
modeled as random matrices. The prediction is based on several minimizations of the …
On spawning and combination of extended/group targets modeled with random matrices
K Granstrom, U Orguner - IEEE Transactions on Signal …, 2012 - ieeexplore.ieee.org
In extended/group target tracking, where the extensions of the targets are estimated, target
spawning and combination events might have significant implications on the extensions …
spawning and combination events might have significant implications on the extensions …