Kalman filters as the steady-state solution of gradient descent on variational free energy.
Manuel BaltieriTakuya IsomuraPublished in: CoRR (2021)
Keyphrases
- steady state
- free energy
- kalman filter
- markov chain
- product form
- belief propagation
- upper bound
- competitive learning
- fixed point
- posterior distribution
- queueing networks
- queue length
- steady states
- heavy traffic
- arrival rate
- particle filter
- optimal solution
- particle filtering
- approximate inference
- objective function
- closed form
- object tracking
- graphical models
- service times
- three dimensional
- image segmentation