Efficient parallel implementation of DDDAS inference using an ensemble Kalman filter with shrinkage covariance matrix estimation.
Elias David Niño RuizAdrian SanduPublished in: Clust. Comput. (2019)
Keyphrases
- kalman filter
- covariance matrix
- parallel implementation
- extended kalman filter
- kalman filtering
- state estimation
- covariance matrices
- estimation error
- object tracking
- geometrical interpretation
- update equations
- sample size
- particle filter
- mean shift
- principal component analysis
- state space model
- correlation matrix
- multi frame
- multiscale