Generalized Kalman smoothing: Modeling and algorithms
- Aleksandr Y. Aravkin
- James V. Burke
- et al.
- 2017
- Automatica
Paper
Publications
8 results for James V. Burke
The connection between Bayesian estimation of a Gaussian random field and RKHS
- Aleksandr Y. Aravkin
- Bradley M. Bell
- et al.
- 2015
- IEEE TNNLS
PaperSmoothing dynamic systems with state-dependent covariance matrices
- Aleksandr Y. Aravkin
- James V. Burke
- 2014
- CDC 2014
Conference paperRobust and trend-following student's T Kalman smoothers
- Aleksandr Y. Aravkin
- James V. Burke
- et al.
- 2014
- SICON
PaperConvex vs non-convex estimators for regression and sparse estimation: The Mean Squared Error properties of ARD and GLasso
- Aleksandr Aravkin
- James V. Burke
- et al.
- 2014
- JMLR
PaperLinear system identification using stable spline kernels and PLQ penalties
- Aleksandr Y. Aravkin
- James V. Burke
- et al.
- 2013
- CDC 2013
Conference paperVariational properties of value functions
- Aleksandr Y. Aravkin
- James V. Burke
- et al.
- 2013
- SIOPT
PaperSparse/robust estimation and kalman smoothing with nonsmooth log-concave densities: Modeling, computation, and theory
- Aleksandr Y. Aravkin
- James V. Burke
- et al.
- 2013
- JMLR
Paper