An Overdispersed Black-Box Variational Bayesian-Kalman Filter with Inaccurate Noise Second-Order Statistics.
Lin CaoChuyuan ZhangZongmin ZhaoDongfeng WangKangning DuChong FuJianfeng GuPublished in: Sensors (2021)
Keyphrases
- black box
- kalman filter
- variational bayesian
- kalman filtering
- matrix factorization
- object tracking
- particle filter
- exponential family
- test cases
- noise level
- incomplete data
- bayesian methods
- factor analysis
- mean shift
- expectation maximization
- missing data
- dirichlet process
- density function
- particle filtering
- feature selection
- generative model
- training set