Researcher profile
Ángel F. García‐Fernández
2 papers in the PaperMetrix corpus
Publications
Papers by this author
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Backward Simulation for Sets of Trajectories
2020 · arXiv (Cornell University)
This paper presents a solution for recovering full trajectory information, via the calculation of the posterior of the set of trajectories, from a sequence of multitarget (unlabelled) filtering densities and the multitarget dynamic model. Importantly, …
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Posterior linearisation smoothing with robust iterations
2021 · arXiv (Cornell University)
This paper considers the problem of iterative Bayesian smoothing in nonlinear state-space models with additive noise using Gaussian approximations. Iterative methods are known to improve smoothed estimates but are not guaranteed to converge, motivating the …