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Optimal Measurement Times for Observing a Brownian Motion over a Finite Period Using a Kalman Filter.
Alexandre Aksenov
Pierre-Olivier Amblard
Olivier J. J. Michel
Christian Jutten
Published in:
LVA/ICA (2017)
Keyphrases
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kalman filter
brownian motion
optimal control
object tracking
particle filter
differential equations
dynamic programming
particle filtering
multiscale
mean shift
stochastic process
closed form solutions
dimensionality reduction
stochastic processes
heavy traffic