IEEE - Institute of Electrical and Electronics Engineers, Inc. - Rao-Blackwellized particle smoothers for mixed linear/nonlinear state-space models

ICASSP 2013 - IEEE International Conference on Acoustics, Speech and Signal Processing

Author(s): Fredrik Lindsten ; Pete Bunch ; Simon J. Godsill ; Thomas B. Schon
Publisher: IEEE - Institute of Electrical and Electronics Engineers, Inc.
Publication Date: 1 May 2013
Conference Location: Vancouver, BC, Canada
Conference Date: 26 May 2013
Page(s): 6,288 - 6,292
ISBN (Electronic): 978-1-4799-0356-6
ISSN (Paper): 1520-6149
DOI: 10.1109/ICASSP.2013.6638875
Regular:

We consider the smoothing problem for a class of conditionally linear Gaussian state-space (CLGSS) models, referred to as mixed linear/nonlinear models. In contrast to the better studied... View More

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