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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R2022a
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