Variational Adaptive Kalman Filter With Gaussian-Inverse-Wishart Mixture Distribution
Sign Up to like & getrecommendations! Published in 2021 at "IEEE Transactions on Automatic Control"
DOI: 10.1109/tac.2020.2995674
Abstract: In this article, a new variational adaptive Kalman filter with Gaussian-inverse-Wishart mixture distribution is proposed for a class of linear systems with both partially unknown state and measurement noise covariance matrices. The state transition and… read more here.
Keywords: inverse wishart; mixture distribution; wishart mixture; gaussian inverse ... See more keywords