Implementation of the Variational Bayesian kalman filter
Implement of the algorithms in the article <Recursive Noise Adaptive Kalman Filtering by Variational Bayesian Approximations>
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This program give an implement of the algorithms in the article
<Recursive Noise Adaptive Kalman Filtering by Variational Bayesian Approximations>.
Cite As
FiltSamp (2026). Implementation of the Variational Bayesian kalman filter (https://uk.mathworks.com/matlabcentral/fileexchange/114505-implementation-of-the-variational-bayesian-kalman-filter), MATLAB Central File Exchange. Retrieved .
General Information
- Version 1.0.2 (3.21 KB)
MATLAB Release Compatibility
- Compatible with any release
Platform Compatibility
- Windows
- macOS
- Linux
