Cart
Create Account
Sign In
Already purchased this program?
Login to View
This video program is a part of the Premium package:
Laplace State Space Filter With Exact Inference And Moment Matching
- IEEE MemberUS $11.00
- Society MemberUS $0.00
- IEEE Student MemberUS $11.00
- Non-IEEE MemberUS $15.00
Laplace State Space Filter With Exact Inference And Moment Matching
We present a Bayesian filter for state space models with Laplace-distributed observation noise that is robust to heavy-tailed and outlier-ridden univariate time-series data. We analytically derive a closed-form expression of the exact posterior for a Lapl
We present a Bayesian filter for state space models with Laplace-distributed observation noise that is robust to heavy-tailed and outlier-ridden univariate time-series data. We analytically derive a closed-form expression of the exact posterior for a Lapl
