1 code implementation • 2 Oct 2023 • Nathanael Bosch, Adrien Corenflos, Fatemeh Yaghoobi, Filip Tronarp, Philipp Hennig, Simo Särkkä
Probabilistic numerical solvers for ordinary differential equations (ODEs) treat the numerical simulation of dynamical systems as problems of Bayesian state estimation.
no code implementations • 15 Jun 2023 • Fatemeh Yaghoobi, Hany Abdulsamad, Simo Särkkä
In this paper, we use the optimization formulation of nonlinear Kalman filtering and smoothing problems to develop second-order variants of iterated Kalman smoother (IKS) methods.
