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. 2026 Sep 8;26(18):5699. doi: 10.3390/s26185699
Algorithm 1. Variational Bayesian Kalman filter for atomic clocks
Clock State Prediction:
Predict state:
x^−t=ϕδx^(t−δ)
Predict MMSE matrix:
C−(t)=ϕδC(t−δ)ϕδT+Qδ
Adaptive Measurement Noise Estimation:
Predict noise parameters:
α−t=ρ ∗ αt−1+1
β−t=ρ ∗ β(t−1)
Estimate measurement noise variance:
Rt=β(t−1)/α(t−1)
Update noise parameters:
αt=α−t
βt=β−t−1+yt−Hx^t−12+HCtHT
Clock State Estimation Update:
Update MMSE matrix:
Ct=C−t−C−(t)HTHC−tHT+Rt−1HC−(t)
Update Kalman gain:
K(t)=C−(t)HTHC−(t)HT+Rt−1
Upstate clock state estimation:
x^t=x^−t+K(t)yt−Hx^−t