Non-linear noise adaptive Kalman filtering via variational Bayes.
Simo SärkkäJouni HartikainenPublished in: MLSP (2013)
Keyphrases
- kalman filtering
- variational bayes
- kalman filter
- hyperparameters
- noise level
- free energy
- bayesian inference
- bayesian learning
- latent variables
- gaussian mixture model
- particle filtering
- posterior distribution
- signal to noise ratio
- noise reduction
- multi frame
- image processing
- latent dirichlet allocation
- exponential family
- missing data
- reinforcement learning
- multiscale