Noise covariance matrix estimation in navigation and tracking: Impact of linearisation error.
Oliver KostJindrich DuníkOndrej StrakaPublished in: CDC (2017)
Keyphrases
- estimation error
- covariance matrix
- covariance matrices
- principal component analysis
- particle filter
- sample size
- mahalanobis distance
- gaussian mixture
- positive definite
- objective function
- multivariate gaussian
- geometrical interpretation
- mean shift
- error rate
- eigendecomposition
- correlation matrix
- pseudo inverse
- cma es
- class conditional densities
- noise level
- closed form
- appearance model
- simulated annealing
- lower bound