A variational Bayesian marginalized particle filter for jump Markov nonlinear systems with unknown measurement noise parameters

Cheng Cheng, Jean-Yves Tourneret, Sinan Yildirim. A variational Bayesian marginalized particle filter for jump Markov nonlinear systems with unknown measurement noise parameters. Signal Processing, 233:109954, 2025. [doi]

@article{ChengTY25,
  title = {A variational Bayesian marginalized particle filter for jump Markov nonlinear systems with unknown measurement noise parameters},
  author = {Cheng Cheng and Jean-Yves Tourneret and Sinan Yildirim},
  year = {2025},
  doi = {10.1016/j.sigpro.2025.109954},
  url = {https://doi.org/10.1016/j.sigpro.2025.109954},
  researchr = {https://researchr.org/publication/ChengTY25},
  cites = {0},
  citedby = {0},
  journal = {Signal Processing},
  volume = {233},
  pages = {109954},
}