IEEE

A Variational Bayesian Two-Phase Adaptive Prior Kalman Filter With Unknown Noise Covariances

Abstract: This article addresses the issue of online state estimation when the covariances of the process and measurement noise (PMN) are unknown. In practical scenarios, inaccurate PMN covariances ...
IEEE

A Variational Bayesian Robust Adaptive Kalman Filter with Forward Estimation

Abstract: This paper introduces the Variational Bayesian Robust Adaptive Kalman Filter with Forward Estimation (VBRAKF), a novel algorithm designed to enhance state estimation in dynamic systems. The ...