Gaussian filtering and variational approximations for Bayesian smoothing in continuous-discrete stochastic dynamic systems

Juha Ala-Luhtala, Simo Särkkä, Robert Piché. Gaussian filtering and variational approximations for Bayesian smoothing in continuous-discrete stochastic dynamic systems. Signal Processing, 111:124-136, 2015. [doi]

@article{Ala-LuhtalaSP15,
  title = {Gaussian filtering and variational approximations for Bayesian smoothing in continuous-discrete stochastic dynamic systems},
  author = {Juha Ala-Luhtala and Simo Särkkä and Robert Piché},
  year = {2015},
  doi = {10.1016/j.sigpro.2014.12.013},
  url = {http://dx.doi.org/10.1016/j.sigpro.2014.12.013},
  researchr = {https://researchr.org/publication/Ala-LuhtalaSP15},
  cites = {0},
  citedby = {0},
  journal = {Signal Processing},
  volume = {111},
  pages = {124-136},
}