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I. Greenberg, S. Mannor, and N. Yannay, “The Fragility of Noise Estimation in Kalman Filter: Optimization Can Handle Model-Misspecification,” arXiv [cs.LG], Apr. 06, 2021 [Online]. Available: http://arxiv.org/abs/2104.02372
A. Campbell, Y. Shi, T. Rainforth, and A. Doucet, “Online Variational Filtering and Parameter Learning,” Adv. Neural Inf. Process. Syst., vol. 34, pp. 18633–18645, Dec. 2021 [Online]. Available: https://arxiv.org/abs/2110.13549. [Accessed: Oct. 28, 2022] https://github.com/andrew-cr/online_var_fil
Y. Huang, F. Zhu, G. Jia, and Y. Zhang, “A Slide Window Variational Adaptive Kalman Filter,” IEEE Trans. Circuits Syst. Express Briefs, vol. 67, no. 12, pp. 3552–3556, Dec. 2020, doi: 10.1109/TCSII.2020.2995714. [Online]. Available: http://dx.doi.org/10.1109/TCSII.2020.2995714
J. de Vilmarest and O. Wintenberger, “Viking: Variational Bayesian Variance Tracking,” arXiv [cs.LG], Apr. 16, 2021 [Online]. Available: http://arxiv.org/abs/2104.10777 https://gitlab.com/JosephdeVilmarest/state-space-post-covid-forecasting/-/blob/main/R/viking.R
I. Greenberg, S. Mannor, and N. Yannay, “The Fragility of Noise Estimation in Kalman Filter: Optimization Can Handle Model-Misspecification,” arXiv [cs.LG], Apr. 06, 2021 [Online]. Available: http://arxiv.org/abs/2104.02372
A. Campbell, Y. Shi, T. Rainforth, and A. Doucet, “Online Variational Filtering and Parameter Learning,” Adv. Neural Inf. Process. Syst., vol. 34, pp. 18633–18645, Dec. 2021 [Online]. Available: https://arxiv.org/abs/2110.13549. [Accessed: Oct. 28, 2022] https://github.com/andrew-cr/online_var_fil
Y. Huang, F. Zhu, G. Jia, and Y. Zhang, “A Slide Window Variational Adaptive Kalman Filter,” IEEE Trans. Circuits Syst. Express Briefs, vol. 67, no. 12, pp. 3552–3556, Dec. 2020, doi: 10.1109/TCSII.2020.2995714. [Online]. Available: http://dx.doi.org/10.1109/TCSII.2020.2995714
J. de Vilmarest and O. Wintenberger, “Viking: Variational Bayesian Variance Tracking,” arXiv [cs.LG], Apr. 16, 2021 [Online]. Available: http://arxiv.org/abs/2104.10777 https://gitlab.com/JosephdeVilmarest/state-space-post-covid-forecasting/-/blob/main/R/viking.R