Algorithm 900: A discrete time Kalman filter package for large scale problems.
Germán Ariel TorresPublished in: ACM Trans. Math. Softw. (2010)
Keyphrases
- kalman filter
- kalman filtering
- target tracking
- learning algorithm
- dynamic programming
- particle filter
- objective function
- search space
- k means
- rao blackwellized particle filter
- data sets
- extended kalman filter
- expectation maximization
- image processing
- mean shift
- training algorithm
- multiscale
- image sequences
- robust tracking
- bayesian filtering
- machine learning