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
From the celebrated Gaussian mixture, model averaging estimators to the cutting-edge multi-
Bernoulli mixture of various forms, finite mixture models offer a fundamental and flexible …
Bernoulli mixture of various forms, finite mixture models offer a fundamental and flexible …
Adaptive Bayesian learning and forecasting of epidemic evolution—Data analysis of the COVID-19 outbreak
Since the beginning of 2020, the outbreak of a new strain of Coronavirus has caused
hundreds of thousands of deaths and put under heavy pressure the world's most advanced …
hundreds of thousands of deaths and put under heavy pressure the world's most advanced …
Estimation and maintenance of measurement rates for multiple extended target tracking
In Gilholm et al.'s extended target model, the number of measurements generated by a
target is Poisson distributed with measurement rate γ. Practical use of this extended target …
target is Poisson distributed with measurement rate γ. Practical use of this extended target …
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 …
A distributed particle-PHD filter using arithmetic-average fusion of Gaussian mixture parameters
We propose a particle-based distributed PHD filter for tracking the states of an unknown,
time-varying number of targets. To reduce communication, the local PHD filters at …
time-varying number of targets. To reduce communication, the local PHD filters at …
Data-driven decision support system for building stocks energy retrofit policy
In most European countries, residential assets account for as much as 85% of the building
stock floor area and are, on average, very outdated and energy inefficient. Moreover, the …
stock floor area and are, on average, very outdated and energy inefficient. Moreover, the …
Multitarget tracking with multiple models and visibility: Derivation and verification on maritime radar data
In this article, we demonstrate how a variation of the joint integrated probabilistic data
association with interacting multiple models and a visibility state can be derived as a special …
association with interacting multiple models and a visibility state can be derived as a special …
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 …
Exact modeling of non-Gaussian measurement uncertainty in distribution system state estimation
In power systems, state estimation (SE) is a widely investigated method to collate field
measurements and power flow (PF) equations to derive the most-likely state of the observed …
measurements and power flow (PF) equations to derive the most-likely state of the observed …