Degenerate Kalman Filter Error Covariances and Their Convergence onto the Unstable Subspace.
Marc BocquetKarthik S. GurumoorthyAmit ApteAlberto CarrassiColin GrudzienChristopher K. R. T. JonesPublished in: SIAM/ASA J. Uncertain. Quantification (2017)
Keyphrases
- kalman filter
- kalman filtering
- object tracking
- covariance matrices
- state estimation
- target tracking
- particle filter
- covariance matrix
- principal component analysis
- state space model
- motion parameters
- bayesian filtering
- data association
- convergence rate
- mean shift
- robust tracking
- extended kalman filter
- high dimensional
- feature space
- feature extraction
- higher order
- visual tracking
- computer simulation
- maximum likelihood
- objective function
- image segmentation
- rao blackwellized particle filter