An efficient Kalman filter for the identification of low-rank systems.
Laura-Maria DogariuConstantin PaleologuJacob BenestySilviu CiochinaPublished in: Signal Process. (2020)
Keyphrases
- kalman filter
- low rank
- kalman filtering
- state estimation
- missing data
- rank minimization
- object tracking
- singular value decomposition
- convex optimization
- linear combination
- multiscale
- extended kalman filter
- high dimensional data
- data sets
- matrix factorization
- pattern recognition
- image processing
- state space model
- low rank matrix
- matrix decomposition
- learning algorithm