Implementation of the Variational Bayesian kalman filter

版本 1.0.2 (3.2 KB) 作者: FiltSamp
Implement of the algorithms in the article <Recursive Noise Adaptive Kalman Filtering by Variational Bayesian Approximations>
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更新时间 2022/7/3

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This program give an implement of the algorithms in the article
<Recursive Noise Adaptive Kalman Filtering by Variational Bayesian Approximations>.

引用格式

FiltSamp (2024). Implementation of the Variational Bayesian kalman filter (https://www.mathworks.com/matlabcentral/fileexchange/114505-implementation-of-the-variational-bayesian-kalman-filter), MATLAB Central File Exchange. 检索来源 .

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版本 已发布 发行说明
1.0.2

Renew function of kalman filter

1.0.1

Correct some word error.

1.0.0