{"about":{"site":"https://codewithpapers.app","non_affiliation":"Code with Papers and Syntology are not affiliated with, endorsed by, or sponsored by Papers with Code, Meta, or the pwc-archive mirror.","licence":"CC BY-SA 4.0","licence_url":"https://creativecommons.org/licenses/by-sa/4.0/legalcode","attribution":"https://codewithpapers.app/attribution","modified":"archive material modified by Syntology; see the attribution page"},"url":"/paper/a-probabilistic-perspective-on-gaussian","title":"A Probabilistic Perspective on Gaussian Filtering and Smoothing","arxiv_id":"1006.2165","date":"2010-06-10","proceeding":null,"authors":["Marc Peter Deisenroth","Henrik Ohlsson"],"abstract":"We present a general probabilistic perspective on Gaussian filtering and smoothing. This allows us to show that common approaches to Gaussian filtering/smoothing can be distinguished solely by their methods of computing/approximating the means and covariances of joint probabilities. This implies that novel filters and smoothers can be derived straightforwardly by providing methods for computing these moments. Based on this insight, we derive the cubature Kalman smoother and propose a novel robust filtering and smoothing algorithm based on Gibbs sampling.","url_abs":"https://arxiv.org/abs/1006.2165v5","url_pdf":"https://arxiv.org/pdf/1006.2165v5.pdf","source":{"archive":"pwc-archive (Hugging Face), CC BY-SA 4.0","snapshot":"2025-07-28","licence_url":"https://creativecommons.org/licenses/by-sa/4.0/legalcode","row_kind":"abstracts"},"code_links":[{"paper_slug":"a-probabilistic-perspective-on-gaussian","repo_url":"https://github.com/mpd37/gibbs-rtss","is_official":1,"mentioned_in_paper":0,"mentioned_in_github":0,"framework":"none","reach":null}],"tasks":[],"methods":[],"datasets_introduced":[],"methods_introduced":[],"results":[],"syntology":{"atlas_url":null,"mcp":null,"developers":"https://syntology.ai/developers"},"arxiv_metadata":null,"syntology_extracted_results":null}