Rank Deficiency of Kalman Error Covariance Matrices in Linear Time-Varying System With Deterministic Evolution.
Karthik S. GurumoorthyColin GrudzienAmit ApteAlberto CarrassiChristopher K. R. T. JonesPublished in: SIAM J. Control. Optim. (2017)
Keyphrases
- covariance matrices
- covariance matrix
- maximum likelihood
- vector space
- distance measure
- gaussian distribution
- gaussian mixture model
- multivariate normal
- gaussian mixture
- similarity measure
- riemannian metric
- principal component analysis
- sample size
- discriminant function
- kalman filtering
- closed form
- kalman filter
- machine learning
- mixture model
- expectation maximization
- worst case
- probabilistic model
- active learning
- feature vectors
- face recognition