research
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06/15/2023
A Recursive Newton Method for Smoothing in Nonlinear State Space Models
In this paper, we use the optimization formulation of nonlinear Kalman f...
research
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06/29/2022
Parallel square-root statistical linear regression for inference in nonlinear state space models
In this article, we introduce parallel-in-time methods for state and par...
research
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01/31/2021