Online Learning of the Kalman Filter with Logarithmic Regret.
Anastasios TsiamisGeorge J. PappasPublished in: CoRR (2020)
Keyphrases
- kalman filter
- online learning
- regret bounds
- kalman filtering
- object tracking
- e learning
- worst case
- particle filter
- target tracking
- online convex optimization
- active learning
- state estimation
- extended kalman filter
- mean shift
- bayesian filtering
- state space model
- image representation
- data association
- multiscale
- online algorithms
- learning algorithm