A variational Bayes moving horizon estimation adaptive filter with guaranteed stability.
Xiangxiang DongGiorgio BattistelliLuigi ChisciYunze CaiPublished in: Autom. (2022)
Keyphrases
- variational bayes
- adaptive filter
- bayesian inference
- latent variables
- adaptive filtering
- filtering algorithm
- free energy
- gaussian mixture model
- step size
- hyperparameters
- image filtering
- posterior distribution
- latent dirichlet allocation
- parameter estimation
- exponential family
- density estimation
- noise free
- upper bound
- least mean square
- sample size