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 …
Finite mixture modeling in time series: A survey of Bayesian filters and fusion approaches
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 …
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
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 …
PHD and CPHD filtering with unknown detection probability
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 …
Adaptive Gaussian Mixture Filtering for Multi-Sensor Maneuvering Cislunar Space Object Tracking
JL Iannamorelli, KA LeGrand - The Journal of the Astronautical Sciences, 2025 - Springer
Successful space domain awareness (SDA) requires maintaining track custody of
cooperative and noncooperative cislunar space objects (CSOs) through both ballistic and …
cooperative and noncooperative cislunar space objects (CSOs) through both ballistic and …