An Integral Characterization of Optimal Error Covariance by Kalman Filtering.

Song Fang Hideaki Ishii Jie Chen

Published in: ACC (2018)

Keyphrases

kalman filtering
kalman filter
measurement noise
video tracking
recursive filtering
state estimation
particle filtering
reduced order
optimal solution
dynamic programming
particle filter
pairwise
multiscale
closed form
estimation error