Recursive Noise Adaptive Kalman Filtering by Variational Bayesian Approximations.

Simo Särkkä Aapo Nummenmaa

Published in: IEEE Trans. Autom. Control. (2009)

Keyphrases

kalman filtering
variational bayesian
kalman filter
matrix factorization
missing data
factor analysis
particle filtering
exponential family
incomplete data
expectation maximization
closed form
noise reduction
signal to noise ratio
multi task learning
feature selection
variational inference
dirichlet process