Variational Bayesian adaptation of process noise covariance matrix in Kalman filtering (Q2027441): Difference between revisions

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+Kalman Filtering
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+M-estimator-based robust Kalman filter for systems with process modeling errors and rank deficient measurement models
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+Robust least mean logarithmic square adaptive filtering algorithms
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+Diffusion normalized Huber adaptive filtering algorithm
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+Maximum correntropy Kalman filter
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+Maximum correntropy unscented Kalman and information filters for non-Gaussian measurement noise
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+An event-triggered asynchronous \(H_ \infty\) filtering for singular Markov jump systems with redundant channels
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+Unified forms for Kalman and finite impulse response filtering and smoothing
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+An Iterative Kalman-Like Algorithm Ignoring Noise and Initial Conditions
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+Comparing Robustness of the Kalman, &lt;inline-formula&gt;                      &lt;tex-math notation="LaTeX"&gt;$H_\infty$&lt;/tex-math&gt;                    &lt;/inline-formula&gt;, and UFIR Filters
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+An optimal adaptive Kalman filter
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+Recursive Noise Adaptive Kalman Filtering by Variational Bayesian Approximations
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+Comments on ``A Gaussian approximation recursive filter for nonlinear systems with correlated noises''
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+A Gaussian approximation recursive filter for nonlinear systems with correlated noises
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+Gaussian filter for nonlinear systems with correlated noises at the same epoch
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