Black box variational inference to adaptive kalman filter with unknown process noise covariance matrix

Hong Xu; Keqing Duan; Huadong Yuan; Wenchong Xie; Yongliang Wang

doi:10.1016/j.sigpro.2019.107413

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Black box variational inference to adaptive kalman filter with unknown process noise covariance matrix

Hong Xu Keqing Duan Huadong Yuan Wenchong Xie Yongliang Wang

Year: 2019 Journal: Signal Processing Vol: 169 Pages: 107413-107413 Publisher: Elsevier BV

DOI: 10.1016/j.sigpro.2019.107413

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Keywords:

Bayesian inference Kalman filter Posterior probability Inference Mathematics Algorithm Extended Kalman filter Covariance matrix Bayesian probability Covariance Computer science Noise (video) Mathematical optimization Artificial intelligence Statistics

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Target Tracking and Data Fusion in Sensor Networks

Physical Sciences → Computer Science → Artificial Intelligence

Fault Detection and Control Systems

Physical Sciences → Engineering → Control and Systems Engineering

Bayesian Modeling and Causal Inference

Physical Sciences → Computer Science → Artificial Intelligence

Black box variational inference to adaptive kalman filter with unknown process noise covariance matrix

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