A novel Student's \(t\)-based Kalman filter with colored measurement noise (Q2193648)

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scientific article; zbMATH DE number 7237158
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    A novel Student's \(t\)-based Kalman filter with colored measurement noise
    scientific article; zbMATH DE number 7237158

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      A novel Student's \(t\)-based Kalman filter with colored measurement noise (English)
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      20 August 2020
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      Kalman filter
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      heavy-tailed process and measurement noises
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      colored measurement noise
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      variational Bayesian
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