Variational Bayesian adaptation of process noise covariance matrix in Kalman filtering
type: Item
instance of: scholarly article
title: Variational Bayesian adaptation of process noise covariance matrix in Kalman filtering
zbMATH Open document ID: 1464.93078
author: Guobin Chang
author: Chao Chen
author: Qiu-Zhao Zhang
author: Shubi Zhang
published in: Journal of the Franklin Institute
publication date: 2021-05-26T00:00:00Z
Mathematics Subject Classification ID: 93E11
Mathematics Subject Classification ID: 93E35
zbMATH DE Number: 7351356
zbMATH Keywords: adaptive Kalman filtering
zbMATH Keywords: process noise
zbMATH Keywords: covariance matrix
zbMATH Keywords: variational Bayesian
describes a project that uses: PRMLT
MaRDI profile type: Publication
full work available at URL: j.jfranklin.2021.02.037
OpenAlex ID: W3135867532
cites work: Bayesian filtering and smoothing
cites work: Kalman Filtering
cites work: M-estimator-based robust Kalman filter for systems with process modeling errors and rank deficient measurement models
cites work: Adaptively robust filtering for kinematic geodetic positioning.
cites work: Robust least mean logarithmic square adaptive filtering algorithms
cites work: Diffusion normalized Huber adaptive filtering algorithm
cites work: Maximum correntropy Kalman filter
cites work: Maximum correntropy unscented Kalman and information filters for non-Gaussian measurement noise
cites work: An event-triggered asynchronous \(H_ \infty\) filtering for singular Markov jump systems with redundant channels
cites work: Unified forms for Kalman and finite impulse response filtering and smoothing
cites work: An Iterative Kalman-Like Algorithm Ignoring Noise and Initial Conditions
cites work: Comparing Robustness of the Kalman, $H_\infty$ , and UFIR Filters
cites work: An optimal adaptive Kalman filter
cites work: Noise covariance matrices in state‐space models: A survey and comparison of estimation methods—Part I
cites work: Recursive Noise Adaptive Kalman Filtering by Variational Bayesian Approximations
cites work: Q5483032
cites work: EM‐based adaptive divided difference filter for nonlinear system with multiplicative parameter
cites work: A Novel Adaptive Kalman Filter With Inaccurate Process and Measurement Noise Covariance Matrices
cites work: Comments on ``A Gaussian approximation recursive filter for nonlinear systems with correlated noises''
cites work: A Gaussian approximation recursive filter for nonlinear systems with correlated noises
cites work: Gaussian filter for nonlinear systems with correlated noises at the same epoch
DOI: 10.1016/J.JFRANKLIN.2021.02.037
description: scientific article; zbMATH DE number 7351356