The Rank-Reduced Kalman Filter: Approximate Dynamical-Low-Rank Filtering In High Dimensions.
Jonathan SchmidtPhilipp HennigJörg NickFilip TronarpPublished in: CoRR (2023)
Keyphrases
- kalman filter
- low rank
- high dimensions
- high dimensional data
- kalman filtering
- singular values
- high dimensional
- nearest neighbor
- low rank matrix
- matrix completion
- object tracking
- low dimensional
- dimensionality reduction
- convex optimization
- high dimensionality
- data sets
- rank minimization
- high dimensional spaces
- data points
- data analysis
- extended kalman filter
- matrix factorization
- sparse representation
- linear combination
- missing data
- similarity search
- mean shift
- semi supervised
- singular value decomposition
- neural network
- high order
- computer vision
- collaborative filtering
- high quality
- state space model