Abstract: Gaussian process state-space models (GPSSMs) offer a principled framework for learning and inference in nonlinear dynamical systems with uncertainty quantification. However, existing GPSSMs ...
greta.gp extends greta to let you define Gaussian processes as part of your model. It provides a syntax to create and combine GP kernels, and use them to define either full rank or sparse Gaussian ...
Title An Extended Moving Horizon Estimation embedded with an Abridged Gaussian Sum Extended Kalman Filter to handle non-Gaussian noises ...
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