Bayesian approach to linear state space model with unknown measurement matrix.

Wansang Yoon Sung-Ho Kim

Published in: Intell. Data Anal. (2020)

Keyphrases

state space model
measurement matrix
state estimation
kalman filter
autoregressive
structure from motion
kalman filtering
computer vision
singular value decomposition
missing data
closed form
random projections
multibody
factorization method