Variational Bayesian adaptation of process noise covariance matrix in Kalman filtering
Guobin Chang, Chao Chen, Qiuzhao Zhang, Shubi Zhang
Topics & Concepts
Kalman filterCovariance intersectionEstimation of covariance matricesFast Kalman filterCovarianceCovariance matrixNoise (video)CMA-ESExtended Kalman filterMathematicsComputer scienceAlgorithmEnsemble Kalman filterControl theory (sociology)Artificial intelligenceStatisticsImage (mathematics)Control (management)Target Tracking and Data Fusion in Sensor NetworksInertial Sensor and NavigationFault Detection and Control Systems