A novel Student's \(t\)-based Kalman filter with colored measurement noise (Q2193648)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | A novel Student's \(t\)-based Kalman filter with colored measurement noise |
scientific article |
Statements
A novel Student's \(t\)-based Kalman filter with colored measurement noise (English)
0 references
20 August 2020
0 references
Kalman filter
0 references
heavy-tailed process and measurement noises
0 references
colored measurement noise
0 references
variational Bayesian
0 references