Low-rank approximated Kalman-Bucy filters using Oja's principal component flow for linear time-invariant systems.

Daiki Tsuzuki Kentaro Ohki

Published in: CoRR (2024)

Keyphrases

low rank
principal components
linear combination
principal component analysis
singular value decomposition
convex optimization
semi supervised
missing data
complex systems
high order
matrix completion
trace norm
neural network
feature extraction
multiresolution
linear time invariant