Variational Bayesian Adaptive Cubature Information Filter Based on Wishart Distribution
DOI10.1109/TAC.2017.2704442zbMATH Open1458.62073OpenAlexW2615536673MaRDI QIDQ4566975FDOQ4566975
Authors: Peng Dong, Henry Leung, Kai Shen, Zhongliang 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
Bayesian inference (62F15) Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Stochastic learning and adaptive control (93E35)
Cited In (10)
- A quadratic interpolation-based variational Bayesian algorithm for measurement information lost in underwater navigation
- A Kullback-Leibler-based IMM information filter for the jump Markov system with unknown noise
- A new enabling variational inference model for approximating measurement likelihood in filtering nonlinear system
- Tuning-free filtering for stochastic systems with unmodeled measurement dynamics
- A variational Bayes moving horizon estimation adaptive filter with guaranteed stability
- Forward modeling and inverse estimation for nonlinear filtering
- A novel stochastically stable variational Bayesian Kalman filter for spacecraft attitude estimation
- Centralized and distributed adaptive cubature information filters for multi-sensor systems with unknown probability of measurement loss
- An adaptive cubature Kalman filter for nonlinear systems against randomly occurring injection attacks
- A novel nonlinear filter through constructing the parametric Gaussian regression process
This page was built for publication: Variational Bayesian Adaptive Cubature Information Filter Based on Wishart Distribution
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4566975)