🧵 Preprint alert! Introducing Augmented Gaussian sum filters (AGSF), a novel class of Bayesian filtering algorithms which unifies Gaussian sum (GSF) and particle filters (PF) by interpolating continuously between them, while being robust to common failure modes. arxiv.org/abs/2605.21698
A Gaussian Sum Filter for Unifying Gaussian and Particle Filters
State-space models (SSMs) are a broad class of probabilistic models for dynamical systems with many applications in engineering and science. Bayesian filtering is analytically tractable only in the li...
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