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