Krylov space approximate Kalman filtering.

Johnathan M. Bardsley Albert Parker Antti Solonen Marylesa Howard

Published in: Numer. Linear Algebra Appl. (2013)

Keyphrases

kalman filtering
kalman filter
state estimation
measurement noise
reduced order
state space model
low dimensional
recursive filtering
search space
video tracking
image processing
real time
object tracking
nearest neighbor
high dimensional
multiscale
machine learning