Additional file 1 of A Bayesian robust Kalman smoothing framework for state-space models with uncertain noise statistics
Roozbeh Dehghannasiri
Xiaoning Qian
Edward R. Dougherty
10.6084/m9.figshare.7056818.v1
https://springernature.figshare.com/articles/journal_contribution/Additional_file_1_of_A_Bayesian_robust_Kalman_smoothing_framework_for_state-space_models_with_uncertain_noise_statistics/7056818
Supplementary materials. This is a file in PDF format that provides a pseudo-code outlining the required steps for the factor graph-based approach for computing the likelihood function. (PDF 253 kb)
2018-09-06 05:00:00
Kalman smoother
Robust filtering
Bayesian robustness
Innovation process
Orthogonality principle