{"id":"https://openalex.org/W3171660670","doi":"https://doi.org/10.1109/tsp.2021.3122296","title":"Gaussian Variational State Estimation for Nonlinear State-Space Models","display_name":"Gaussian Variational State Estimation for Nonlinear State-Space Models","publication_year":2021,"publication_date":"2021-01-01","ids":{"openalex":"https://openalex.org/W3171660670","doi":"https://doi.org/10.1109/tsp.2021.3122296","mag":"3171660670"},"language":"en","primary_location":{"id":"doi:10.1109/tsp.2021.3122296","is_oa":false,"landing_page_url":"https://doi.org/10.1109/tsp.2021.3122296","pdf_url":null,"source":{"id":"https://openalex.org/S168680287","display_name":"IEEE Transactions on Signal Processing","issn_l":"1053-587X","issn":["1053-587X","1941-0476"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319808","host_organization_name":"Institute of Electrical and Electronics Engineers","host_organization_lineage":["https://openalex.org/P4310319808"],"host_organization_lineage_names":["Institute of Electrical and Electronics Engineers"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"IEEE Transactions on Signal Processing","raw_type":"journal-article"},"type":"preprint","indexed_in":["arxiv","crossref","datacite"],"open_access":{"is_oa":true,"oa_status":"green","oa_url":"https://arxiv.org/pdf/2002.02620","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5004346699","display_name":"Jarrad Courts","orcid":"https://orcid.org/0000-0002-5314-699X"},"institutions":[{"id":"https://openalex.org/I78757542","display_name":"University of Newcastle Australia","ror":"https://ror.org/00eae9z71","country_code":"AU","type":"education","lineage":["https://openalex.org/I78757542"]}],"countries":["AU"],"is_corresponding":true,"raw_author_name":"Jarrad Courts","raw_affiliation_strings":["Faculty of Engineering and Built Environment, The University of Newcastle, Callaghan, NSW, Australia"],"affiliations":[{"raw_affiliation_string":"Faculty of Engineering and Built Environment, The University of Newcastle, Callaghan, NSW, Australia","institution_ids":["https://openalex.org/I78757542"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5050571002","display_name":"Adrian Wills","orcid":"https://orcid.org/0000-0002-8556-6649"},"institutions":[{"id":"https://openalex.org/I78757542","display_name":"University of Newcastle Australia","ror":"https://ror.org/00eae9z71","country_code":"AU","type":"education","lineage":["https://openalex.org/I78757542"]}],"countries":["AU"],"is_corresponding":false,"raw_author_name":"Adrian Wills","raw_affiliation_strings":["Faculty of Engineering and Built Environment, The University of Newcastle, Callaghan, NSW, Australia"],"affiliations":[{"raw_affiliation_string":"Faculty of Engineering and Built Environment, The University of Newcastle, Callaghan, NSW, Australia","institution_ids":["https://openalex.org/I78757542"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5083090794","display_name":"Thomas B. Sch\u00f6n","orcid":"https://orcid.org/0000-0001-5183-234X"},"institutions":[{"id":"https://openalex.org/I123387679","display_name":"Uppsala University","ror":"https://ror.org/048a87296","country_code":"SE","type":"education","lineage":["https://openalex.org/I123387679"]}],"countries":["SE"],"is_corresponding":false,"raw_author_name":"Thomas Schon","raw_affiliation_strings":["Department of Information Technology, Uppsala University, Uppsala, Sweden","(Department of Information Technology, Uppsala University, Uppsala, Sweden)"],"affiliations":[{"raw_affiliation_string":"Department of Information Technology, Uppsala University, Uppsala, Sweden","institution_ids":["https://openalex.org/I123387679"]},{"raw_affiliation_string":"(Department of Information Technology, Uppsala University, Uppsala, Sweden)","institution_ids":["https://openalex.org/I123387679"]}]}],"institutions":[],"countries_distinct_count":2,"institutions_distinct_count":3,"corresponding_author_ids":["https://openalex.org/A5004346699"],"corresponding_institution_ids":["https://openalex.org/I78757542"],"apc_list":null,"apc_paid":null,"fwci":0.14,"has_fulltext":false,"cited_by_count":2,"citation_normalized_percentile":{"value":0.54157371,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":89,"max":94},"biblio":{"volume":"69","issue":null,"first_page":"5979","last_page":"5993"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10711","display_name":"Target Tracking and Data Fusion in Sensor Networks","score":0.9998000264167786,"subfield":{"id":"https://openalex.org/subfields/1702","display_name":"Artificial Intelligence"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},"topics":[{"id":"https://openalex.org/T10711","display_name":"Target Tracking and Data Fusion in Sensor Networks","score":0.9998000264167786,"subfield":{"id":"https://openalex.org/subfields/1702","display_name":"Artificial Intelligence"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T12814","display_name":"Gaussian Processes and Bayesian Inference","score":0.9980000257492065,"subfield":{"id":"https://openalex.org/subfields/1702","display_name":"Artificial Intelligence"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T10876","display_name":"Fault Detection and Control Systems","score":0.9959999918937683,"subfield":{"id":"https://openalex.org/subfields/2207","display_name":"Control and Systems Engineering"},"field":{"id":"https://openalex.org/fields/22","display_name":"Engineering"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/nonlinear-system","display_name":"Nonlinear system","score":0.6337295174598694},{"id":"https://openalex.org/keywords/gaussian","display_name":"Gaussian","score":0.6288117170333862},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.5399901866912842},{"id":"https://openalex.org/keywords/smoothing","display_name":"Smoothing","score":0.5051665902137756},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.5021970272064209},{"id":"https://openalex.org/keywords/state","display_name":"State (computer science)","score":0.4925404489040375},{"id":"https://openalex.org/keywords/scalar","display_name":"Scalar (mathematics)","score":0.4753448963165283},{"id":"https://openalex.org/keywords/context","display_name":"Context (archaeology)","score":0.45597609877586365},{"id":"https://openalex.org/keywords/applied-mathematics","display_name":"Applied mathematics","score":0.449337899684906},{"id":"https://openalex.org/keywords/state-space","display_name":"State space","score":0.44668304920196533},{"id":"https://openalex.org/keywords/gaussian-process","display_name":"Gaussian process","score":0.42635074257850647},{"id":"https://openalex.org/keywords/inference","display_name":"Inference","score":0.4247146546840668},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.40915119647979736},{"id":"https://openalex.org/keywords/algorithm","display_name":"Algorithm","score":0.3029133975505829},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.17779108881950378}],"concepts":[{"id":"https://openalex.org/C158622935","wikidata":"https://www.wikidata.org/wiki/Q660848","display_name":"Nonlinear system","level":2,"score":0.6337295174598694},{"id":"https://openalex.org/C163716315","wikidata":"https://www.wikidata.org/wiki/Q901177","display_name":"Gaussian","level":2,"score":0.6288117170333862},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.5399901866912842},{"id":"https://openalex.org/C3770464","wikidata":"https://www.wikidata.org/wiki/Q775963","display_name":"Smoothing","level":2,"score":0.5051665902137756},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.5021970272064209},{"id":"https://openalex.org/C48103436","wikidata":"https://www.wikidata.org/wiki/Q599031","display_name":"State (computer science)","level":2,"score":0.4925404489040375},{"id":"https://openalex.org/C57691317","wikidata":"https://www.wikidata.org/wiki/Q1289248","display_name":"Scalar (mathematics)","level":2,"score":0.4753448963165283},{"id":"https://openalex.org/C2779343474","wikidata":"https://www.wikidata.org/wiki/Q3109175","display_name":"Context (archaeology)","level":2,"score":0.45597609877586365},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.449337899684906},{"id":"https://openalex.org/C72434380","wikidata":"https://www.wikidata.org/wiki/Q230930","display_name":"State space","level":2,"score":0.44668304920196533},{"id":"https://openalex.org/C61326573","wikidata":"https://www.wikidata.org/wiki/Q1496376","display_name":"Gaussian process","level":3,"score":0.42635074257850647},{"id":"https://openalex.org/C2776214188","wikidata":"https://www.wikidata.org/wiki/Q408386","display_name":"Inference","level":2,"score":0.4247146546840668},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.40915119647979736},{"id":"https://openalex.org/C11413529","wikidata":"https://www.wikidata.org/wiki/Q8366","display_name":"Algorithm","level":1,"score":0.3029133975505829},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.17779108881950378},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.0},{"id":"https://openalex.org/C62520636","wikidata":"https://www.wikidata.org/wiki/Q944","display_name":"Quantum mechanics","level":1,"score":0.0},{"id":"https://openalex.org/C2524010","wikidata":"https://www.wikidata.org/wiki/Q8087","display_name":"Geometry","level":1,"score":0.0},{"id":"https://openalex.org/C151730666","wikidata":"https://www.wikidata.org/wiki/Q7205","display_name":"Paleontology","level":1,"score":0.0},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.0},{"id":"https://openalex.org/C86803240","wikidata":"https://www.wikidata.org/wiki/Q420","display_name":"Biology","level":0,"score":0.0}],"mesh":[],"locations_count":5,"locations":[{"id":"doi:10.1109/tsp.2021.3122296","is_oa":false,"landing_page_url":"https://doi.org/10.1109/tsp.2021.3122296","pdf_url":null,"source":{"id":"https://openalex.org/S168680287","display_name":"IEEE Transactions on Signal Processing","issn_l":"1053-587X","issn":["1053-587X","1941-0476"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319808","host_organization_name":"Institute of Electrical and Electronics Engineers","host_organization_lineage":["https://openalex.org/P4310319808"],"host_organization_lineage_names":["Institute of Electrical and Electronics Engineers"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"IEEE Transactions on Signal Processing","raw_type":"journal-article"},{"id":"pmh:oai:arXiv.org:2002.02620","is_oa":true,"landing_page_url":"http://arxiv.org/abs/2002.02620","pdf_url":"https://arxiv.org/pdf/2002.02620","source":{"id":"https://openalex.org/S4306400194","display_name":"arXiv (Cornell University)","issn_l":null,"issn":null,"is_oa":true,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I205783295","host_organization_name":"Cornell University","host_organization_lineage":["https://openalex.org/I205783295"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"text"},{"id":"mag:3171660670","is_oa":true,"landing_page_url":"http://export.arxiv.org/pdf/2002.02620","pdf_url":null,"source":{"id":"https://openalex.org/S4306400194","display_name":"arXiv (Cornell University)","issn_l":null,"issn":null,"is_oa":true,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I205783295","host_organization_name":"Cornell University","host_organization_lineage":["https://openalex.org/I205783295"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"arXiv (Cornell University)","raw_type":null},{"id":"pmh:uon:48465","is_oa":false,"landing_page_url":"http://hdl.handle.net/1959.13/1470416","pdf_url":null,"source":{"id":"https://openalex.org/S4377196471","display_name":"NOVA (University of Newcastle Australia)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I78757542","host_organization_name":"University of Newcastle Australia","host_organization_lineage":["https://openalex.org/I78757542"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":"journal article"},{"id":"doi:10.48550/arxiv.2002.02620","is_oa":true,"landing_page_url":"https://doi.org/10.48550/arxiv.2002.02620","pdf_url":null,"source":{"id":"https://openalex.org/S4306400194","display_name":"arXiv (Cornell University)","issn_l":null,"issn":null,"is_oa":true,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I205783295","host_organization_name":"Cornell University","host_organization_lineage":["https://openalex.org/I205783295"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":null,"is_accepted":false,"is_published":null,"raw_source_name":null,"raw_type":"article-journal"}],"best_oa_location":{"id":"pmh:oai:arXiv.org:2002.02620","is_oa":true,"landing_page_url":"http://arxiv.org/abs/2002.02620","pdf_url":"https://arxiv.org/pdf/2002.02620","source":{"id":"https://openalex.org/S4306400194","display_name":"arXiv (Cornell University)","issn_l":null,"issn":null,"is_oa":true,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I205783295","host_organization_name":"Cornell University","host_organization_lineage":["https://openalex.org/I205783295"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"text"},"sustainable_development_goals":[],"awards":[],"funders":[{"id":"https://openalex.org/F4320322581","display_name":"Vetenskapsr\u00e5det","ror":"https://ror.org/03zttf063"}],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":51,"referenced_works":["https://openalex.org/W147998453","https://openalex.org/W1516111018","https://openalex.org/W1528208783","https://openalex.org/W1590183771","https://openalex.org/W1663973292","https://openalex.org/W1749494163","https://openalex.org/W1808206046","https://openalex.org/W1965555277","https://openalex.org/W1974481980","https://openalex.org/W1977825281","https://openalex.org/W1979555530","https://openalex.org/W1982322007","https://openalex.org/W1998541716","https://openalex.org/W2020934227","https://openalex.org/W2037799844","https://openalex.org/W2083402998","https://openalex.org/W2094227853","https://openalex.org/W2098613108","https://openalex.org/W2122512809","https://openalex.org/W2126736494","https://openalex.org/W2128457724","https://openalex.org/W2131598171","https://openalex.org/W2146950091","https://openalex.org/W2149615975","https://openalex.org/W2151084831","https://openalex.org/W2164350703","https://openalex.org/W2225156818","https://openalex.org/W2476701242","https://openalex.org/W2478708596","https://openalex.org/W2596131382","https://openalex.org/W2605154220","https://openalex.org/W2610861717","https://openalex.org/W2745007981","https://openalex.org/W2787797505","https://openalex.org/W2842089854","https://openalex.org/W2942971106","https://openalex.org/W2962851448","https://openalex.org/W2963429663","https://openalex.org/W2980599561","https://openalex.org/W3005055065","https://openalex.org/W3006553779","https://openalex.org/W3016144762","https://openalex.org/W3045993716","https://openalex.org/W3101380508","https://openalex.org/W4229793772","https://openalex.org/W4244486013","https://openalex.org/W6631430416","https://openalex.org/W6639344698","https://openalex.org/W6682089093","https://openalex.org/W6769002918","https://openalex.org/W6773309589"],"related_works":["https://openalex.org/W3210029897","https://openalex.org/W2612137667","https://openalex.org/W286303989","https://openalex.org/W1572723651","https://openalex.org/W1973483664","https://openalex.org/W2905328479","https://openalex.org/W151435321","https://openalex.org/W1503969648","https://openalex.org/W2069146315","https://openalex.org/W2171630957","https://openalex.org/W3123458307","https://openalex.org/W2085145868","https://openalex.org/W2886448935","https://openalex.org/W3193951032","https://openalex.org/W2795634301","https://openalex.org/W2766994482","https://openalex.org/W3091150819","https://openalex.org/W2474988637","https://openalex.org/W2768454731","https://openalex.org/W2283750138"],"abstract_inverted_index":{"In":[0,66],"this":[1,67],"paper,":[2,68],"the":[3,9,24,28,30,46,62,81,92,104],"problem":[4,33,107,177],"of":[5,11,27,41,84,103,137,154,168],"state":[6,31,50,63,105,130,190],"estimation,":[7],"in":[8,99],"context":[10],"both":[12,146],"filtering":[13],"and":[14,45,48,125,139,148,173,183],"smoothing,":[15],"for":[16,90],"nonlinear":[17,25,43,143],"state-space":[18],"models":[19],"is":[20,34,58,157],"considered.":[21],"Due":[22],"to":[23,60,142,189],"nature":[26],"models,":[29],"estimation":[32,64,106,131],"generally":[35],"intractable":[36],"as":[37,108],"it":[38,57],"involves":[39,133],"integrals":[40],"general":[42],"functions":[44],"filtered":[47],"smoothed":[49],"distributions":[51],"lack":[52],"closed-form":[53],"solutions.":[54],"As":[55],"such,":[56],"common":[59],"approximate":[61],"problem.":[65],"we":[69],"develop":[70],"an":[71,109],"assumed":[72,186],"Gaussian":[73,147,187],"solution":[74],"based":[75],"on":[76,159],"variational":[77],"inference,":[78],"which":[79,112],"offers":[80],"key":[82],"advantage":[83],"a":[85,100,134,162,166,169,174,179],"flexible,":[86],"but":[87],"principled,":[88],"mechanism":[89],"approximating":[91],"required":[93],"distributions.":[94],"Our":[95],"main":[96],"contribution":[97],"lies":[98],"new":[101],"formulation":[102],"optimisation":[110,119],"problem,":[111],"can":[113],"then":[114],"be":[115],"solved":[116],"using":[117,178],"standard":[118],"routines":[120],"that":[121],"employ":[122],"exact":[123],"first-":[124],"second-order":[126],"derivatives.":[127],"The":[128,152],"resulting":[129],"approach":[132,156],"minimal":[135],"number":[136],"assumptions":[138],"applies":[140],"directly":[141],"systems":[144],"with":[145],"non-Gaussian":[149],"probabilistic":[150],"models.":[151],"performance":[153],"our":[155],"demonstrated":[158],"several":[160],"examples;":[161],"challenging":[163],"scalar":[164],"system,":[165,172],"model":[167],"simple":[170],"robotic":[171],"target":[175],"tracking":[176],"von":[180],"Mises-Fisher":[181],"distribution":[182],"outperforms":[184],"alternative":[185],"approaches":[188],"estimation.":[191]},"counts_by_year":[{"year":2022,"cited_by_count":1},{"year":2020,"cited_by_count":1}],"updated_date":"2026-04-09T08:11:56.329763","created_date":"2025-10-10T00:00:00"}