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

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