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Joint state estimation for nonlinear state-space model with unknown time-variant noise statistics - MaRDI portal

Joint state estimation for nonlinear state-space model with unknown time-variant noise statistics (Q6493636)

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scientific article; zbMATH DE number 7839308
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Joint state estimation for nonlinear state-space model with unknown time-variant noise statistics
scientific article; zbMATH DE number 7839308

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    Joint state estimation for nonlinear state-space model with unknown time-variant noise statistics (English)
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    29 April 2024
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    inverse-gamma distribution
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    nonlinear systems
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    particle approximation
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    state estimation
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    variational Bayesian inference
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