Regularized State Estimation And Parameter Learning Via Augmented Lagrangian Kalman Smoother Method

Rui Gao, Filip Tronarp, Zheng Zhao, Simo Särkkä. Regularized State Estimation And Parameter Learning Via Augmented Lagrangian Kalman Smoother Method. In 29th IEEE International Workshop on Machine Learning for Signal Processing, MLSP 2019, Pittsburgh, PA, USA, October 13-16, 2019. pages 1-6, IEEE, 2019. [doi]

Abstract

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