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1

Fourier-Hermite Kalman Filter

Sarmavuori, Juha, Sarkka, Simo

Journal:

IEEE Transactions on Automatic Control

Year:

2012

Language:

english

File:

PDF, 266 KB

english, 2012

2

Rao-Blackwellized particle filter for multiple target tracking

Simo Särkkä, Aki Vehtari, Jouko Lampinen

Journal:

Information Fusion

Year:

2007

Language:

english

File:

PDF, 1.49 MB

english, 2007

3

Sensors and AI Techniques for Situational Awareness in Autonomous Ships: A Review

Thombre, Sarang, Zhao, Zheng, Ramm-Schmidt, Henrik, Garcia, Jose M. Vallet, Malkamaki, Tuomo, Nikolskiy, Sergey, Hammarberg, Toni, Nuortie, Hiski, Bhuiyan, M. Zahidul H., Sarkka, Simo, Lehtola, Ville

Journal:

IEEE Transactions on Intelligent Transportation Systems

Year:

2020

File:

PDF, 10.98 MB

2020

4

[IEEE 2020 IEEE 30th International Workshop on Machine Learning for Signal Processing (MLSP) - Espoo, Finland (2020.9.21-2020.9.24)] 2020 IEEE 30th International Workshop on Machine Learning for Signal Processing (MLSP) - Parameter Estimation in Non-Linear State-Space Models by Automatic Differentiation of Non-Linear Kalman Filters

Gorad, Ajinkya, Zhao, Zheng, Sarkka, Simo

Year:

2020

File:

PDF, 491 KB

2020

5

[IEEE 2012 IEEE International Workshop on Machine Learning for Signal Processing (MLSP) - Santander, Spain (2012.09.23-2012.09.26)] 2012 IEEE International Workshop on Machine Learning for Signal Processing - Recursive outlier-robust filtering and smoothing for nonlinear systems using the multivariate student-t distribution

Piche, Robert, Sarkka, Simo, Hartikainen, Jouni

Year:

2012

Language:

english

File:

PDF, 295 KB

english, 2012

6

[IEEE 2010 IEEE International Workshop on Machine Learning for Signal Processing (MLSP) - Kittila, Finland (2010.08.29-2010.09.1)] 2010 IEEE International Workshop on Machine Learning for Signal Processing - Kalman filtering and smoothing solutions to temporal Gaussian process regression models

Hartikainen, Jouni, Sarkka, Simo

Year:

2010

Language:

english

File:

PDF, 216 KB

english, 2010

7

[IEEE 2014 IEEE 24th International Workshop on Machine Learning for Signal Processing (MLSP) - Reims, France (2014.9.21-2014.9.24)] 2014 IEEE International Workshop on Machine Learning for Signal Processing (MLSP) - On convergence and accuracy of state-space approximations of squared exponential covariance functions

Sarkka, Simo, Piche, Robert

Year:

2014

Language:

english

File:

PDF, 278 KB

english, 2014

8

Modeling and Interpolation of the Ambient Magnetic Field by Gaussian Processes

Solin, Arno, Kok, Manon, Wahlstrom, Niklas, Schon, Thomas B., Sarkka, Simo

Journal:

IEEE Transactions on Robotics

Year:

2018

Language:

english

File:

PDF, 1.30 MB

english, 2018

9

[IEEE 2019 12th Global Symposium on Millimeter Waves (GSMM) - Sendai, Japan (2019.5.22-2019.5.24)] 2019 12th Global Symposium on Millimeter Waves (GSMM) - Millimeter-Wave Imaging Method based on Frequency-Diverse Subarrays

Leino, Mikko K., Ala-Laurinaho, Juha, Purisha, Zenith, Sarkka, Simo, Viikari, Ville

Year:

2019

Language:

english

File:

PDF, 978 KB

english, 2019

10

Gaussian filtering and smoothing for continuous-discrete dynamic systems

Simo Särkkä, Juha Sarmavuori

Journal:

Signal Processing

Year:

2013

Language:

english

File:

PDF, 274 KB

english, 2013

11

Posterior inference on parameters of stochastic differential equations via non-linear Gaussian filtering and adaptive MCMC

Särkkä, Simo, Hartikainen, Jouni, Mbalawata, Isambi Sailon, Haario, Heikki

Journal:

Statistics and Computing

Year:

2015

Language:

english

File:

PDF, 3.87 MB

english, 2015

12

Series Expansion Approximations of Brownian Motion for Non-Linear Kalman Filtering of Diffusion Processes

Lyons, Simon M. J., Sarkka, Simo, Storkey, Amos J.

Journal:

IEEE Transactions on Signal Processing

Year:

2014

Language:

english

File:

PDF, 1.73 MB

english, 2014

13

Correction to “On Gaussian Optimal Smoothing of Nonlinear State Space Models” [Aug 10 1938-1941]

Sarkka, Simo, Hartikainen, Jouni

Journal:

IEEE Transactions on Automatic Control

Year:

2011

File:

PDF, 31 KB

2011

14

Adaptive Metropolis algorithm using variational Bayesian adaptive Kalman filter

Mbalawata, Isambi S., Särkkä, Simo, Vihola, Matti, Haario, Heikki

Journal:

Computational Statistics & Data Analysis

Year:

2015

Language:

english

File:

PDF, 3.11 MB

english, 2015

15

[IEEE 2013 IEEE International Workshop on Machine Learning for Signal Processing (MLSP) - Southampton, United Kingdom (2013.09.22-2013.09.25)] 2013 IEEE International Workshop on Machine Learning for Signal Processing (MLSP) - Non-linear noise adaptive Kalman filtering via variational Bayes

Sarkka, Simo, Hartikainen, Jouni

Year:

2013

Language:

english

File:

PDF, 214 KB

english, 2013

16

[IEEE 2014 IEEE 24th International Workshop on Machine Learning for Signal Processing (MLSP) - Reims, France (2014.9.21-2014.9.24)] 2014 IEEE International Workshop on Machine Learning for Signal Processing (MLSP) - Gaussian quadratures for state space approximation of scale mixtures of squared exponential covariance functions

Solin, Arno, Sarkka, Simo

Year:

2014

Language:

english

File:

PDF, 378 KB

english, 2014

17

[IEEE 2010 IEEE International Workshop on Machine Learning for Signal Processing (MLSP) - Kittila, Finland (2010.08.29-2010.09.1)] 2010 IEEE International Workshop on Machine Learning for Signal Processing - Sigma point methods in optimal smoothing of non-linear stochastic state space models

Sarkka, Simo, Hartikainen, Jouni

Year:

2010

Language:

english

File:

PDF, 124 KB

english, 2010

18

[IEEE 2015 International Conference on Indoor Positioning and Indoor Navigation (IPIN) - Banff, AB, Canada (2015.10.13-2015.10.16)] 2015 International Conference on Indoor Positioning and Indoor Navigation (IPIN) - Adaptive Kalman filtering and smoothing for gravitation tracking in mobile systems

Sarkka, Simo, Tolvanen, Ville, Kannala, Juho, Rahtu, Esa

Year:

2015

Language:

english

File:

PDF, 714 KB

english, 2015

19

Batch nonlinear continuous-time trajectory estimation as exactly sparse Gaussian process regression

Anderson, Sean, Barfoot, Timothy D., Tong, Chi Hay, Särkkä, Simo

Journal:

Autonomous Robots

Year:

2015

Language:

english

File:

PDF, 1.69 MB

english, 2015

20

[IEEE 2016 International Conference on Indoor Positioning and Indoor Navigation (IPIN) - Alcala de Henares, Spain (2016.10.4-2016.10.7)] 2016 International Conference on Indoor Positioning and Indoor Navigation (IPIN) - IMU and magnetometer modeling for smartphone-based PDR

Hostettler, Roland, Sarkka, Simo

Year:

2016

Language:

english

File:

PDF, 975 KB

english, 2016

21

On Continuous-Discrete Cubature Kalman Filtering

Särkkä, Simo, Solin, Arno

Journal:

IFAC Proceedings Volumes

Year:

2012

Language:

english

File:

PDF, 218 KB

english, 2012

22

Iterative Filtering and Smoothing in Nonlinear and Non-Gaussian Systems Using Conditional Moments

Tronarp, Filip, Garcia-Fernandez, Angel F., Sarkka, Simo

Journal:

IEEE Signal Processing Letters

Year:

2018

Language:

english

File:

PDF, 215 KB

english, 2018

23

Numerical integration as a finite matrix approximation to multiplication operator

Sarmavuori, Juha, Särkkä, Simo

Journal:

Journal of Computational and Applied Mathematics

Year:

2019

Language:

english

File:

PDF, 416 KB

english, 2019

24

Continuous-time and continuous–discrete-time unscented Rauch–Tung–Striebel smoothers

Journal:

Signal Processing

Year:

2010

Language:

english

File:

PDF, 242 KB

english, 2010

25

CATS benchmark time series prediction by Kalman smoother with cross-validated noise density

Simo Särkkä, Aki Vehtari, Jouko Lampinen

Journal:

Year:

2007

Language:

english

File:

PDF, 470 KB

english, 2007

26

Dynamic retrospective filtering of physiological noise in BOLD fMRI: DRIFTER

Simo Särkkä, Arno Solin, Aapo Nummenmaa, Aki Vehtari, Toni Auranen, Simo Vanni, Fa-Hsuan Lin

Journal:

Year:

2012

Language:

english

File:

PDF, 1.29 MB

english, 2012

27

Spatiotemporal Learning via Infinite-Dimensional Bayesian Filtering and Smoothing: A Look at Gaussian Process Regression Through Kalman Filtering

Sarkka, Simo, Solin, Arno, Hartikainen, Jouni

Journal:

IEEE Signal Processing Magazine

Year:

2013

Language:

english

File:

PDF, 2.05 MB

english, 2013

28

[IEEE 2006 IEEE Nonlinear Statistical Signal Processing Workshop - Cambridge, UK (2006.09.13-2006.09.15)] 2006 IEEE Nonlinear Statistical Signal Processing Workshop - On Sequential Monte Carlo Sampling of Discretely Observed Stochastic Differential Equations

Year:

2006

Language:

english

File:

PDF, 1.69 MB

english, 2006

29

[IEEE ICASSP 2014 - 2014 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP) - Florence, Italy (2014.5.4-2014.5.9)] 2014 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP) - On the L4 convergence of particle filters with general importance distributions

Mbalawata, Isambi S., Sarkka, Simo

Year:

2014

Language:

english

File:

PDF, 114 KB

english, 2014

30

Infinite-dimensional Bayesian filtering for detection of quasiperiodic phenomena in spatiotemporal data

Solin, Arno, Särkkä, Simo

Journal:

Physical Review E

Year:

2013

Language:

english

File:

PDF, 1.66 MB

english, 2013

31

Gaussian filtering and variational approximations for Bayesian smoothing in continuous-discrete stochastic dynamic systems

Ala-Luhtala, Juha, Särkkä, Simo, Piché, Robert

Journal:

Signal Processing

Year:

2015

Language:

english

File:

PDF, 527 KB

english, 2015

32

Moment conditions for convergence of particle filters with unbounded importance weights

Mbalawata, Isambi S., Särkkä, Simo

Journal:

Signal Processing

Year:

2016

Language:

english

File:

PDF, 551 KB

english, 2016

33

Posterior linearisation filter: principles and implementation using sigma points

Garcia-Fernandez, Angel, Svensson, Lennart, Morelande, Mark, Sarkka, Simo

Journal:

IEEE Transactions on Signal Processing

Year:

2015

Language:

english

File:

PDF, 1.10 MB

english, 2015

34

A Bayesian particle filtering method for brain source localisation

Chen, Xi, Särkkä, Simo, Godsill, Simon

Journal:

Digital Signal Processing

Year:

2015

Language:

english

File:

PDF, 1.37 MB

english, 2015

35

Rao-Blackwellized particle smoothers for conditionally linear Gaussian models

Lindsten, Fredrik, Bunch, Pete, Sarkka, Simo, Schon, Thomas, Godsill, Simon

Journal:

IEEE Journal of Selected Topics in Signal Processing

Year:

2015

Language:

english

File:

PDF, 3.31 MB

english, 2015

36

[IEEE ICASSP 2015 - 2015 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP) - South Brisbane, Queensland, Australia (2015.4.19-2015.4.24)] 2015 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP) - Pedestrian localization in moving platforms using dead reckoning, particle filtering and map matching

Bojja, Jayaprasad, Collin, Jussi, Sarkka, Simo, Takala, Jarmo

Year:

2015

Language:

english

File:

PDF, 569 KB

english, 2015

37

[IEEE 2014 IEEE 24th International Workshop on Machine Learning for Signal Processing (MLSP) - Reims, France (2014.9.21-2014.9.24)] 2014 IEEE International Workshop on Machine Learning for Signal Processing (MLSP) - The 10th annual MLSP competition: First place

Solin, Arno, Sarkka, Simo

Year:

2014

Language:

english

File:

PDF, 202 KB

english, 2014

38

On the (non-)convergence of particle filters with Gaussian importance distributions**This work was supported by the Academy of Finland projects 266940 and 273475.

Kokkala, Juho, Särkkä, Simo

Journal:

IFAC-PapersOnLine

Year:

2015

Language:

english

File:

PDF, 439 KB

english, 2015

39

A Backward-Simulation Based Rao-Blackwellized Particle Smoother for Conditionally Linear Gaussian Models

Särkkä, Simo, Bunch, Pete, Godsill, Simon J.

Journal:

IFAC Proceedings Volumes

Year:

2012

Language:

english

File:

PDF, 241 KB

english, 2012

40

[IEEE 2015 IEEE 6th International Workshop on Computational Advances in Multi-Sensor Adaptive Processing (CAMSAP) - Cancun, Mexico (2015.12.13-2015.12.16)] 2015 IEEE 6th International Workshop on Computational Advances in Multi-Sensor Adaptive Processing (CAMSAP) - Nonlinear state space model identification using a regularized basis function expansion

Svensson, Andreas, Schon, Thomas B., Solin, Arno, Sarkka, Simo

Year:

2015

Language:

english

File:

PDF, 546 KB

english, 2015

41

Statistical analysis of differential equations: introducing probability measures on numerical solutions

Conrad, Patrick R., Girolami, Mark, Särkkä, Simo, Stuart, Andrew, Zygalakis, Konstantinos

Journal:

Statistics and Computing

Year:

2017

Language:

english

File:

PDF, 2.31 MB

english, 2017

42

[IEEE 2016 IEEE 26th International Workshop on Machine Learning for Signal Processing (MLSP) - Vietri sul Mare, Salerno, Italy (2016.9.13-2016.9.16)] 2016 IEEE 26th International Workshop on Machine Learning for Signal Processing (MLSP) - Approximate state-space Gaussian processes via spectral transformation

Karvonen, Toni, Sarkka, Simo

Year:

2016

Language:

english

File:

PDF, 303 KB

english, 2016

43

Iterated Posterior Linearisation Smoother

Garcia-Fernandez, Angel F., Svensson, Lennart, Sarkka, Simo

Journal:

IEEE Transactions on Automatic Control

Year:

2016

Language:

english

File:

PDF, 363 KB

english, 2016

44

[IEEE 2016 European Navigation Conference (ENC) - Helsinki, Finland (2016.5.30-2016.6.2)] 2016 European Navigation Conference (ENC) - Terrain navigation in the magnetic landscape: Particle filtering for indoor positioning

Solin, Arno, Sarkka, Simo, Kannala, Juho, Rahtu, Esa

Year:

2016

Language:

english

File:

PDF, 1.47 MB

english, 2016

45

[IEEE 2016 IEEE 26th International Workshop on Machine Learning for Signal Processing (MLSP) - Vietri sul Mare, Salerno, Italy (2016.9.13-2016.9.16)] 2016 IEEE 26th International Workshop on Machine Learning for Signal Processing (MLSP) - On the use of gradient information in Gaussian process quadratures

Pruher, Jakub, Sarkka, Simo

Year:

2016

Language:

english

File:

PDF, 290 KB

english, 2016

46

Bayesian Filtering and Smoothing || Particle filtering

Year:

2013

Language:

english

File:

PDF, 297 KB

english, 2013

47

Cooperative localisation using posterior linearisation belief propagation

Garcia-Fernandez, Angel, Svensson, Lennart, Sarkka, Simo

Journal:

IEEE Transactions on Vehicular Technology

Year:

2017

Language:

english

File:

PDF, 235 KB

english, 2017

48

[IEEE 2017 20th International Conference on Information Fusion (Fusion) - Xi'an, China (2017.7.10-2017.7.13)] 2017 20th International Conference on Information Fusion (Fusion) - Student-t process quadratures for filtering of non-linear systems with heavy-tailed noise

Pruher, Jakub, Tronarp, Filip, Karvonen, Toni, Sarkka, Simo, Straka, Ondrej

Year:

2017

Language:

english

File:

PDF, 562 KB

english, 2017

49

Sparse Approximations of Fractional Matérn Fields

Roininen, Lassi, Lasanen, Sari, Orispää, Mikko, Särkkä, Simo

Journal:

Scandinavian Journal of Statistics

Year:

2017

Language:

english

File:

PDF, 1.45 MB

english, 2017

50

A probabilistic model for the numerical solution of initial value problems

Schober, Michael, Särkkä, Simo, Hennig, Philipp

Journal:

Statistics and Computing

Year:

2018

Language:

english

File:

PDF, 1.67 MB

english, 2018