Implementation of the Variational Bayesian kalman filter

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Implement of the algorithms in the article <Recursive Noise Adaptive Kalman Filtering by Variational Bayesian Approximations>

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This program give an implement of the algorithms in the article

<Recursive Noise Adaptive Kalman Filtering by Variational Bayesian Approximations>.

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FiltSamp (2024). Implementation of the Variational Bayesian kalman filter (https://www.mathworks.com/matlabcentral/fileexchange/114505-implementation-of-the-variational-bayesian-kalman-filter), MATLAB Central File Exchange. Recuperado 26 julio, 2024.