The continuous-discrete variational Kalman filter (CD-VKF).
Marc LambertSilvère BonnabelFrancis R. BachPublished in: CDC (2022)
Keyphrases
- kalman filter
- discrete space
- kalman filtering
- continuous domains
- continuous variables
- state estimation
- object tracking
- target tracking
- state space model
- particle filter
- image segmentation
- particle filtering
- data association
- bayesian filtering
- extended kalman filter
- robust tracking
- optical flow
- dynamic systems
- reduced order model
- scale factor
- rao blackwellized particle filter
- adaptive kalman filter
- data sets
- mean shift
- computer simulation
- computer vision