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>
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Updated 3 Jul 2022

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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 (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
Platform Compatibility
Windows macOS Linux
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Version Published Release Notes
1.0.2

Renew function of kalman filter
1.0.1

Correct some word error.
1.0.0