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vb-akf-demo
- 针对线性高斯系统,采用共轭分布实现量测噪声未知情况下的状态估计和噪声方差辨识。(For linear Gaussian system, a conjugate distribution is adopted to estimate system state and identificate measurement noise variance.)
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- 一篇关于变分贝叶斯解决噪声参数未知的论文代码,噪声分布使用了逆威沙特分布构建(A paper code about solving the unknown noise parameters with variable decibel Bayes. The noise distribution is constructed with inverse wissaud distribution)