Convergence rates of Gaussian ODE filters.

Hans Kersting Timothy John Sullivan Philipp Hennig

Published in: Stat. Comput. (2020)

Keyphrases

convergence rate
step size
impulse response
linear filters
gaussian kernels
convergence speed
learning rate
gaussian filter
gaussian derivatives
primal dual
global convergence
mutation operator
conjugate gradient
ordinary differential equations
maximum likelihood
gaussian kernel
gaussian model
adaptive filtering