We address the problem of autonomous tracking and state estimation for marine vessels,
autonomous vehicles, and other dynamic signals under a (structured) sparsity assumption …

In this letter, we propose a class of efficient, accurate, and general methods for solving state-
estimation problems with equality and inequality constraints. The methods are based on …

The paper is concerned with non-linear Gaussian filtering and smoothing in continuous-
discrete state-space models, where the dynamic model is formulated as an It\^{o} stochastic …

Nonlinear state estimation using Bayesian filtering and smoothing is still an active area of
research, especially when sparsity-inducing regularization is used. However, even the latest …