Variational Bayesian Filtering
From MaRDI portal
Publication:4569139
DOI10.1109/TSP.2008.928969zbMath1390.94061OpenAlexW2061893297MaRDI QIDQ4569139
Publication date: 27 June 2018
Published in: IEEE Transactions on Signal Processing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1109/tsp.2008.928969
Related Items
Adaptive risk-sensitive filter for Markovian jump linear systems ⋮ Tuning-free filtering for stochastic systems with unmodeled measurement dynamics ⋮ Likelihood-free inference in state-space models with unknown dynamics ⋮ A novel stochastically stable variational Bayesian Kalman filter for spacecraft attitude estimation ⋮ State estimation for jump Markov nonlinear systems of unknown measurement data covariance ⋮ Filtering via approximate Bayesian computation ⋮ Trial-and-error or avoiding a guess? Initialization of the Kalman filter ⋮ Approximate inference for constructing astronomical catalogs from images ⋮ Estimation algorithm for system with non‐Gaussian multiplicative/additive noises based on variational Bayesian inference ⋮ The recursive variational Gaussian approximation (R-VGA) ⋮ Time-varying forecasts by variational approximation of sequential Bayesian inference