On-Line Learning of Linear Dynamical Systems: Exponential Forgetting in Kalman Filters.

Mark Kozdoba Jakub Marecek Tigran T. Tchrakian Shie Mannor

Published in: AAAI (2019)

Keyphrases

kalman filter
linear dynamical systems
kalman filtering
dynamical systems
hidden markov models
real valued
particle filter
spatio temporal
object tracking
motion parameters
particle filtering
human motion
rao blackwellized particle filter
video sequences
bayesian networks
mean shift