Variational Bayesian Adaptive Cubature Information Filter Based on Wishart Distribution

DOI10.1109/TAC.2017.2704442zbMath1458.62073OpenAlexW2615536673MaRDI QIDQ4566975

Henry C. M. Leung, Peng Dong, Kai Shen, Zhong-Liang Jing

Publication date: 27 June 2018

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tac.2017.2704442

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Bayesian inference (62F15) Filtering in stochastic control theory (93E11) Stochastic learning and adaptive control (93E35)

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