A Bayesian robust Kalman smoothing framework for state-space models with uncertain noise statistics

Roozbeh Dehghannasiri, Xiaoning Qian, Edward R. Dougherty. A Bayesian robust Kalman smoothing framework for state-space models with uncertain noise statistics. EURASIP J. Adv. Sig. Proc., 2018:55, 2018. [doi]

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