Deep Nonlinear Non-Gaussian Filtering for Dynamical Systems

14 Nov 2018  ·  Arash Mehrjou, Bernhard Schölkopf ·

Filtering is a general name for inferring the states of a dynamical system given observations. The most common filtering approach is Gaussian Filtering (GF) where the distribution of the inferred states is a Gaussian whose mean is an affine function of the observations. There are two restrictions in this model: Gaussianity and Affinity. We propose a model to relax both these assumptions based on recent advances in implicit generative models. Empirical results show that the proposed method gives a significant advantage over GF and nonlinear methods based on fixed nonlinear kernels.

PDF Abstract
No code implementations yet. Submit your code now



  Add Datasets introduced or used in this paper

Results from the Paper

  Submit results from this paper to get state-of-the-art GitHub badges and help the community compare results to other papers.


No methods listed for this paper. Add relevant methods here