Approximate Recursive Bayesian Estimation of State Space Model with Uniform Noise.

Lenka Pavelková Ladislav Jirsa

Published in: ICINCO (1) (2018)

Keyphrases

bayesian estimation
state space model
additive noise
state estimation
posterior distribution
autoregressive
kalman filter
noise reduction
noise level
missing data
kalman filtering
hidden variables
latent variables
feature selection
signal to noise ratio
higher order
dynamical model
active learning