Unsupervised Variational Bayesian Kalman Filtering For Large-Dimensional Gaussian Systems

Mathematics

• Kalman Filtering 100%
• Bayesian 100%
• Gaussian Distribution 100%
• Probability Density Function 50%
• Computational Cost 50%
• Filtering Problem 50%
• Numerical Experiment 50%
• Hilbert Space 50%
• Bayesian Approach 50%

Computer Science

• Kalman Filtering 100%
• Sparsity 50%
• And-States 50%
• Probability Density Function 50%
• Efficient Algorithm 50%
• Storage Requirement 50%
• Computational Cost 50%
• Hilbert Space 50%
• Bayesian Approach 50%

Keyphrases

• Gaussian Systems 100%
• Subspace Optimization 50%
• Student's-t Prior 50%