Implementation of the Variational Bayesian kalman filter
Version 1.0.2 (3.21 KB) by
FiltSamp
Implement of the algorithms in the article <Recursive Noise Adaptive Kalman Filtering by Variational Bayesian Approximations>
This program give an implement of the algorithms in the article
<Recursive Noise Adaptive Kalman Filtering by Variational Bayesian Approximations>.
Cite As
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. Retrieved .
MATLAB Release Compatibility
Created with
R2022a
Compatible with any release
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