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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| English | 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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0.86858267
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0.8663879
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0.8630099
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0.8523886
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0.84848976
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0.8472681
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0.84544927
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