Variational Kalman Filtering with Hinf-Based Correction v.1.0

Catanach, Thomas; Das, Niladri

doi:10.11578/dc.20240315.3

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Variational Kalman Filtering with Hinf-Based Correction v.1.0

Catanach, Thomas·Das, Niladri

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Abstract

SAND2024-01664O This software demonstrates the usage of the Variational Kalman Filtering with Hinf-Based Correction software, which can be used to calculate the mean and covariance of the estimate of a high-dimensional parameter. The software performs this task faster than the traditional Kalman filtering technique. Sandia National Laboratories is a multimission laboratory managed and operated by National Technology & Engineering Solutions of Sandia, LLC, a wholly owned subsidiary of Honeywell International Inc., for the U.S. Department of Energy’s National Nuclear Security Administration under contract DE-NA0003525.

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BibTeX RIS

Catanach, Thomas, Das, Niladri. 2023-04-05. Variational Kalman Filtering with Hinf-Based Correction v.1.0. https://doi.org/10.11578/dc.20240315.3

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