Estimation with non-white Gaussian observation noise using a generalised ENSEMBLE KALMAN filter.
Jan CurnDan C. MarinescuGerard LaceyVinny CahillPublished in: ROSE (2012)
Keyphrases
- kalman filter
- extended kalman filter
- state estimation
- importance sampling
- kalman filtering
- gaussian noise
- update equations
- object tracking
- motion parameters
- particle filter
- target tracking
- noise level
- estimation error
- state space model
- bayesian filtering
- neural network
- adaptive kalman filter
- noisy images
- mean shift
- maximum likelihood
- rao blackwellized particle filter
- data association
- additive noise
- estimation accuracy
- noise free
- pairwise
- training set
- computer simulation
- input data
- dynamic programming
- search algorithm
- multiscale