An Overdispersed Black-Box Variational Bayesian–Kalman Filter with Inaccurate Noise Second-Order Statistics

Aimed at the problems in which the performance of filters derived from a hypothetical model will decline or the cost of time of the filters derived from a posterior model will increase when prior knowledge and second-order statistics of noise are uncertain, a new filter is proposed. In this paper, a...

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Auteurs principaux: Lin Cao, Chuyuan Zhang, Zongmin Zhao, Dongfeng Wang, Kangning Du, Chong Fu, Jianfeng Gu
Format: article
Langue:EN
Publié: MDPI AG 2021
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Accès en ligne:https://doaj.org/article/ec86489691784b5e81708c9f0c22f5cc
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