A maximum-likelihood Kalman filter for switching discrete-time linear systems.
Angelo AlessandriMarco BagliettoGiorgio BattistelliPublished in: Autom. (2010)
Keyphrases
- linear systems
- kalman filter
- maximum likelihood
- kalman filtering
- sufficient conditions
- dynamical systems
- particle filter
- state estimation
- sparse linear systems
- em algorithm
- mean shift
- coefficient matrix
- motion parameters
- likelihood function
- interior point methods
- expectation maximization
- particle filtering
- object tracking
- maximum a posteriori
- update equations
- computer vision
- state space model
- real time
- neural network
- learning algorithm
- image processing
- video sequences
- pairwise