Approximate Inference and Learning of State Space Models With Laplace Noise

Julian Neri, Philippe Depalle, Roland Badeau. Approximate Inference and Learning of State Space Models With Laplace Noise. IEEE Transactions on Signal Processing, 69:3176-3189, 2021. [doi]

@article{NeriDB21,
  title = {Approximate Inference and Learning of State Space Models With Laplace Noise},
  author = {Julian Neri and Philippe Depalle and Roland Badeau},
  year = {2021},
  doi = {10.1109/TSP.2021.3075146},
  url = {https://doi.org/10.1109/TSP.2021.3075146},
  researchr = {https://researchr.org/publication/NeriDB21},
  cites = {0},
  citedby = {0},
  journal = {IEEE Transactions on Signal Processing},
  volume = {69},
  pages = {3176-3189},
}