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• W1853775020 abstract "This paper is considered with joint estimation of state and time-varying noise covariance matrices in non-linear stochastic state space models. We present a variational Bayes and Gaussian filtering based algorithm for e cient computation of the approximate filtering posterior distributions. The Gaussian filtering based formulation of the non-linear state space model computation allows usage of e cient Gaussian integration methods such as unscented transform, cubature integration and Gauss-Hermite integration along with the classical Taylor series approximations. The performance of the algorithm is illustrated in a simulated application." @default.
• W1853775020 created "2016-06-24" @default.
• W1853775020 creator A5029575539 @default.
• W1853775020 creator A5039201118 @default.
• W1853775020 date "2013-02-04" @default.
• W1853775020 modified "2023-09-27" @default.
• W1853775020 title "Variational Bayesian Adaptation of Noise Covariances in Non-Linear Kalman Filtering" @default.
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