Cramér-Rao Bounds for Filtering Based on Gaussian Process State-Space Models.
Yuxin ZhaoCarsten FritscheGustaf HendebyFeng YinTianshi ChenFredrik GunnarssonPublished in: IEEE Trans. Signal Process. (2019)
Keyphrases
- gaussian process
- gaussian processes
- state space
- model selection
- bayesian framework
- covariance function
- dynamical models
- gaussian process regression
- upper bound
- gaussian process classification
- gaussian process models
- machine learning
- dynamical systems
- hyperparameters
- latent variables
- regression model
- sparse approximations
- semi supervised
- approximate inference
- incomplete data
- dynamical model
- expectation propagation