Variational Bayesian adaptation of process noise covariance matrix in Kalman filtering

DOI10.1016/j.jfranklin.2021.02.037zbMath1464.93078MaRDI QIDQ2027441

Shubi Zhang, Guobin Chang, Qiu-Zhao Zhang, Chao Chen

Publication date: 26 May 2021

Published in: Journal of the Franklin Institute (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jfranklin.2021.02.037

zbMATH Keywords

covariance matrix; variational Bayesian; process noise; adaptive Kalman filtering

Mathematics Subject Classification ID

93E11: Filtering in stochastic control theory

93E35: Stochastic learning and adaptive control

Related Items

Switching Gaussian-heavy-tailed distribution based robust Gaussian approximate filter for INS/GNSS integration, Markov chain Monte Carlo based adaptive Rauch-Tung-Striebel smoother

Uses Software

• PRMLT

Cites Work

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