A bound for the error covariance of the recursive Kalman filter with Markov jump parameters.
Eduardo F. CostaAlessandro AstolfiPublished in: CDC (2008)
Keyphrases
- kalman filter
- state space model
- update equations
- kalman filtering
- scale factor
- markov chain
- target tracking
- motion parameters
- object tracking
- particle filter
- state estimation
- adaptive kalman filter
- maximum likelihood
- extended kalman filter
- mean shift
- bayesian filtering
- data association
- pairwise
- particle filtering
- rao blackwellized particle filter
- input data
- recursive least squares
- search algorithm
- dynamic systems
- expectation maximization
- reduced order model
- higher order
- pattern recognition