A Variational Bayesian Truncated Adaptive Filter for Uncertain Systems with Inequality Constraints
In this paper, a variational Bayesian (VB) truncated adaptive filter for uncertain systems with inequality constraints is proposed. By choosing the skew-t and inverse Wishart distributions as the prior information of the measurement noise and predicted error covariance matrix, the state vector, the...
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| Main Authors: | , , , , |
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| Format: | Article |
| Language: | English |
| Published: |
Wiley
2024-01-01
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| Series: | IET Signal Processing |
| Online Access: | http://dx.doi.org/10.1049/2024/3809689 |
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