The variational Kalman filter and an efficient implementation using limited memory BFGS

H. Auvinen, J. M. Bardsley, H. Haario, T. Kauranne

Research output: Contribution to journalArticlepeer-review

23 Scopus citations

Fingerprint

Dive into the research topics of 'The variational Kalman filter and an efficient implementation using limited memory BFGS'. Together they form a unique fingerprint.

Mathematics