Accurate Gaussian mixture model smoothing using a two-filter approach

Title: Accurate Gaussian mixture model smoothing using a two-filter approach
Creator: Balenzuela, Mark P.; Dahlin, Johan; Bartlett, Nathan; Wills, Adrian G.; Renton, Christopher; Ninness, Brett
Relation: 57th IEEE Conference on Decision and Control (CDC). Proceedings of the 57th IEEE Conference on Decision and Control (Miami Beach, FL 17-19 December, 2018) p. 694-699
Publisher Link: http://dx.doi.org/10.1109/CDC.2018.8619299
Publisher: Institute of Electrical and Electronics Engineers (IEEE)
Resource Type: conference paper
Date: 2018
Description: We present a general and computationally tractable method for the operation of a Backwards Information Filter on a linear Gaussian Mixture Model system, which can be used to generate the smoothed density. Unlike other methods, the algorithm proposed here does not make unimodal approximations, and is exact with the exception of the mode reduction strategy.
Subject: mathematical model; smoothing methods; computational modeling; covariance matrices; density measurement; merging; Gaussian mixture model
Identifier: http://hdl.handle.net/1959.13/1404544
Identifier: uon:35357
Identifier: ISBN:9781538613955
Language: eng
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