Parallel- and Cyclic-Iterative Variational Bayes for Fast Kalman Filtering in Large-Dimensions
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DOI: 10.1109/tsp.2022.3229633
Abstract: This paper considers the linear-Gaussian filtering problem in large-dimensions, a framework in which the Kalman filter (KF) can be computationally prohibitive. As a remedy, a hybrid scheme combining KF with variational Bayes (VB), an approach… read more here.
Keywords: parallel cyclic; large dimensions; iterative variational; variational bayes ... See more keywords