On Relationship between Primal-Dual Method of Multipliers and Kalman Filter.

Guoqiang Zhang W. Bastiaan Kleijn Richard Heusdens

Published in: CoRR (2017)

Keyphrases

kalman filter
primal dual
dynamic programming
approximation algorithms
interior point algorithm
objective function
kalman filtering
dimensionality reduction
state estimation
linear program
linear programming
machine learning
higher order
feature vectors
search algorithm
video sequences
image processing