Bayesian Filtering for Nonlinear Stochastic Systems Using Holonomic Gradient Method with Integral Transform.

Tomoyuki Iori Toshiyuki Ohtsuka

Published in: CDC (2021)

Keyphrases

gradient method
stochastic systems
bayesian filtering
kalman filter
convergence rate
particle filtering
visual tracking
object tracking
stochastic models
mobile robot
negative matrix factorization
step size
particle filter
confidence intervals
optimization methods
video sequences
machine learning