Sample path large deviations for the randomly sampled continuous-discrete Kalman filter.

Soummya Kar José M. F. Moura Kavita Ramanan

Published in: CDC (2010)

Keyphrases

large deviations
kalman filter
sample path
importance sampling
markov processes
object tracking
particle filter
queue length
heavy tailed
state dependent
particle filtering
queueing systems
asymptotically optimal
markov chain
data association
learning algorithm
graphical models
image segmentation