Recursive noise adaptive Kalman filtering by variational Bayesian approximations

IEEE Transactions on Automatic Control

Volumn 54, Issue 3, 2009, Pages 596-600

  Sarkka, Simo ^a   Nummenmaa, Aapo ^a  

^a AALTO UNIVERSITY   (Finland)

Author keywords

Adaptive filtering; Kalman filtering; Noise adaptive filtering; Variational Bayesian methods

Indexed keywords

ADAPTIVE FILTERS; BAYESIAN NETWORKS; CONTROL THEORY; KALMAN FILTERS; RECURSIVE FUNCTIONS; SPURIOUS SIGNAL NOISE;

ADAPTIVE KALMAN FILTERING; DYNAMIC STATE; FIXED-POINT ITERATIONS; KALMAN FILTERING; LINEAR STATE SPACE MODELS; MEASUREMENT NOISE; NOISE ADAPTIVE FILTERING; NOISE PARAMETERS; NOISE VARIANCES; POSTERIOR DISTRIBUTIONS; RECURSIVE ALGORITHMS; RECURSIVE ESTIMATIONS; SIMULATED DATUM; SUFFICIENT STATISTICS; TIME STEPS; TIME-VARYING; VARIATIONAL APPROXIMATIONS; VARIATIONAL BAYESIAN METHODS;

ADAPTIVE FILTERING;

EID: 63449123513     PISSN: 00189286     EISSN: None     Source Type: Journal    
DOI: 10.1109/TAC.2008.2008348     Document Type: Article

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