research
∙
03/20/2023
Quantitative Error Analyses of Spectral Density Estimators Using Covariance Lags
Spectral density estimation is a core problem of system identification, ...
research
∙
11/24/2022
A Non-Gaussian Bayesian Filter Using Power and Generalized Logarithmic Moments
In our previous paper, we proposed a non-Gaussian Bayesian filter using ...
research
∙
11/24/2022
A Multivariate Non-Gaussian Bayesian Filter Using Power Moments
In this paper, which is a very preliminary version, we extend our result...
research
∙
07/18/2022
Non-Gaussian Bayesian Filtering by Density Parametrization Using Power Moments
Non-Gaussian Bayesian filtering is a core problem in stochastic filterin...
research
∙
01/13/2022