Dual Kalman Filtering Methods for Nonlinear Prediction, Smoothing and Estimation.
Eric A. WanAlex T. NelsonPublished in: NIPS (1996)
Keyphrases
- prediction accuracy
- nonparametric regression
- diffusion equation
- accurate estimation
- curve fitting
- nonlinear diffusion
- filtering process
- kalman filter
- prediction error
- estimation algorithm
- kalman filtering
- prediction algorithm
- intrinsic dimensionality
- extended kalman filter
- smoothing algorithm
- linear quadratic
- anisotropic diffusion
- artificial neural networks