Approximate Gaussian variance inference for state-space models (Q6493591)
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scientific article; zbMATH DE number 7839281
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| English | Approximate Gaussian variance inference for state-space models |
scientific article; zbMATH DE number 7839281 |
Statements
Approximate Gaussian variance inference for state-space models (English)
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29 April 2024
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Bayesian inference
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closed-form inference
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Gaussian multiplicative approximation
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online parameter estimation
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process error covariance matrix
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state-space models
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0.7408310174942017
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0.7212207913398743
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0.7190729379653931
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0.7080279588699341
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