Regularized State Estimation And Parameter Learning Via Augmented Lagrangian Kalman Smoother Method.

Rui Gao Filip Tronarp Zheng Zhao Simo Särkkä

Published in: MLSP (2019)

Keyphrases

state estimation
kalman filtering
parameter learning
kalman filter
objective function
dynamic programming
pairwise
probabilistic model
generative model
segmentation method
prior information
machine learning
similarity measure
prior knowledge
random variables
particle filtering