Overall hyperbolic-singular-value-decomposition-based square-root solutions in Kalman filters with deterministically sampled mean and covariance for state estimation in continuous-discrete nonlinear stochastic systems.
Gennady Yu. KulikovMaria Vyacheslavovna KulikovaPublished in: Eur. J. Control (2022)
Keyphrases
- state estimation
- singular value decomposition
- kalman filtering
- kalman filter
- stochastic systems
- particle filter
- singular values
- least squares
- object tracking
- low rank
- particle filtering
- mean shift
- covariance matrix
- generative model
- dimensionality reduction
- dynamic systems
- matrix decomposition
- machine learning
- visual tracking
- principal component analysis
- moving objects
- pairwise