Variational Gaussian Approximation of the Kushner Optimal Filter

Learn about the Variational Gaussian approximation of the Kushner optimal filter in this 19-minute conference talk presented at GSI. Explore the mathematical concepts and techniques behind this advanced filtering method, which combines variational inference with Gaussian approximations to estimate the optimal solution for the Kushner filter. Gain insights into its applications in signal processing, control theory, and stochastic systems. Discover how this approach can improve computational efficiency and accuracy in handling complex filtering problems.