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Variational Iterations for Filtering and Smoothing with skew-t measurement noise

In this technical report, some derivations for the filter and smoother proposed in [1] are presented. More specifically, the derivations for the cyclic iteration needed to solve the variational Bay ...

Fredrik Gustafsson | Robert Piche | Henri Nurminen | Tohid Ardeshiri | F. Gustafsson | T. Ardeshiri | R. Piché | Henri Nurminen | Tohid Ardeshiri

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