Variational Bayesian Inference for Linear State Space Models with Multivariate Laplace Distributions
Abstract: This paper presents a robust variational Bayesian (VB) method for identifying linear state space models (LSSM) with non-Gaussian observational noise. Appropriate prior information is ...
Abstract: Multivariate time-series (MTS) anomaly detection is of great importance in both condition monitoring and malfunction identification in multisensor systems. Current MTS anomaly detection ...
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