Kalman filter estimation for a regression model with locally stationary errors.
Guillermo FerreiraAlejandro RodríguezBernardo LagosPublished in: Comput. Stat. Data Anal. (2013)
Keyphrases
- kalman filter
- regression model
- extended kalman filter
- state estimation
- generalized linear models
- kalman filtering
- update equations
- semi parametric
- object tracking
- target tracking
- regression methods
- model selection
- adaptive kalman filter
- particle filter
- regression analysis
- estimation error
- non stationary
- prediction model
- linear regression model
- gaussian process
- state space model
- data association
- particle filtering
- mean shift
- interval valued data
- multiple linear regression
- mobile robot
- simultaneous localization and mapping
- multivariate regression
- regression method
- parameter estimation
- face recognition
- density estimation
- dynamic programming
- learning algorithm
- explanatory variables
- estimation process
- probabilistic model
- state space
- data mining