dc.contributor |
Aalto-yliopisto |
fi |
dc.contributor |
Aalto University |
en |
dc.contributor.author |
Prüher, Jakub |
|
dc.contributor.author |
Tronarp, Filip |
|
dc.contributor.author |
Karvonen, Toni |
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dc.contributor.author |
Särkkä, Simo |
|
dc.contributor.author |
Straka, Ondrej |
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dc.date.accessioned |
2017-11-21T13:36:10Z |
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dc.date.available |
2017-11-21T13:36:10Z |
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dc.date.issued |
2017-07 |
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dc.identifier.citation |
Prüher , J , Tronarp , F , Karvonen , T , Särkkä , S & Straka , O 2017 , Student-t process quadratures for filtering of non-linear systems with heavy-tailed noise . in 20th International Conference on Information Fusion, Fusion 2017 - Proceedings . IEEE , pp. 875-882 , International Conference on Information Fusion , Xian , China , 10/07/2017 . https://doi.org/10.23919/ICIF.2017.8009742 |
en |
dc.identifier.isbn |
978-0-9964-5270-0 |
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dc.identifier.other |
PURE UUID: 5942cc0d-1ff9-45fa-bf7f-16c69d664be8 |
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dc.identifier.other |
PURE ITEMURL: https://research.aalto.fi/en/publications/5942cc0d-1ff9-45fa-bf7f-16c69d664be8 |
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dc.identifier.other |
PURE FILEURL: https://research.aalto.fi/files/15868096/PruherEtal2017_FUSION.pdf |
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dc.identifier.uri |
https://aaltodoc.aalto.fi/handle/123456789/28794 |
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dc.description.abstract |
The aim of this article is to design a moment transformation for Student-t distributed random variables, which is able to account for the error in the numerically computed mean. We employ Student-t process quadrature, an instance of Bayesian quadrature, which allows us to treat the integral itself as a random variable whose variance provides information about the incurred integration error. Advantage of the Student-t process quadrature over the traditional Gaussian process quadrature, is that the integral variance depends also on the function values, allowing for a more robust modelling of the integration error. The moment transform is applied in nonlinear sigma-point filtering and evaluated on two numerical examples, where it is shown to outperform the state-of-the-art moment transforms. |
en |
dc.format.extent |
8 |
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dc.format.extent |
875-882 |
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dc.format.mimetype |
application/pdf |
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dc.language.iso |
en |
en |
dc.relation.ispartof |
International Conference on Information Fusion |
en |
dc.relation.ispartofseries |
20th International Conference on Information Fusion, Fusion 2017 - Proceedings |
en |
dc.rights |
openAccess |
en |
dc.title |
Student-t process quadratures for filtering of non-linear systems with heavy-tailed noise |
en |
dc.type |
A4 Artikkeli konferenssijulkaisussa |
fi |
dc.description.version |
Peer reviewed |
en |
dc.contributor.department |
University of West Bohemia |
|
dc.contributor.department |
Department of Electrical Engineering and Automation |
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dc.identifier.urn |
URN:NBN:fi:aalto-201711217615 |
|
dc.identifier.doi |
10.23919/ICIF.2017.8009742 |
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dc.type.version |
acceptedVersion |
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