Recursive Noise Adaptive Kalman Filtering by Variational Bayesian Approximations
- Author
- SÄRKKÄ, Simo1 ; NUMMENMAA, Aapo1
[1] Helsinki University of Technology, Helsinki 02015, Finland - Source
IEEE transactions on automatic control. 2009, Vol 54, Num 3, pp 596-600, 5 p ; ref : 25 ref
- CODEN
- IETAA9
- ISSN
- 0018-9286
- Scientific domain
- Control theory, operational research
- Publisher
- Institute of Electrical and Electronics Engineers, New York, NY
- Publication country
- United States
- Document type
- Article
- Language
- English
- Author keyword
- Adaptive filtering Kalman filtering noise adaptive filtering variational Bayesian methods
- Keyword (fr)
- Algorithme récursif Analyse statistique Calcul variationnel Espace état Estimation Bayes Filtrage adaptatif Filtrage récursif Filtre Kalman Formage Identification système Loi a posteriori Modélisation Méthode espace état Méthode récursive Point fixe Rapport signal bruit Système paramètre variable
- Keyword (en)
- Recursive algorithm Statistical analysis Variational calculus State space Bayes estimation Adaptive filtering Recursive filtering Kalman filter Forming System identification Posterior distribution Modeling State space method Recursive method Fix point Signal to noise ratio Time varying system
- Keyword (es)
- Algoritmo recursivo Análisis estadístico Cálculo de variaciones Espacio estado Estimación Bayes Filtrado adaptable Filtrado recursivo Filtro Kalman Conformado Identificación sistema Ley a posteriori Modelización Método espacio estado Método recursivo Punto fijo Relación señal ruido Sistema parámetro variable
- Classification
- Pascal
- 001 Exact sciences and technology / 001D Applied sciences / 001D02 Computer science; control theory; systems / 001D02D Control theory. Systems / 001D02D05 Modelling and identification
- Discipline
- Computer science : theoretical automation and systems
- Origin
- Inist-CNRS
- Database
- PASCAL
- INIST identifier
- 21472121
Sauf mention contraire ci-dessus, le contenu de cette notice bibliographique peut être utilisé dans le cadre d’une licence CC BY 4.0 Inist-CNRS / Unless otherwise stated above, the content of this bibliographic record may be used under a CC BY 4.0 licence by Inist-CNRS / A menos que se haya señalado antes, el contenido de este registro bibliográfico puede ser utilizado al amparo de una licencia CC BY 4.0 Inist-CNRS
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DOI
10.1109/TAC.2008.2008348 
https://dx.doi.org/10.1109/TAC.2008.2008348
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