- Article
A New Variational Bayesian-Based Kalman Filter with Unknown Time-Varying Measurement Loss Probability and Non-Stationary Heavy-Tailed Measurement Noise
- Chenghao Shan,
- Weidong Zhou,
- Yefeng Yang and
- Hanyu Shan
In this paper, a new variational Bayesian-based Kalman filter (KF) is presented to solve the filtering problem for a linear system with unknown time-varying measurement loss probability (UTVMLP) and non-stationary heavy-tailed measurement noise (NSHT...