A Stochastic Covariance Shrinkage Approach in Ensemble Transform Kalman Filtering.

Andrey A. Popov Adrian Sandu Elias David Niño Ruiz Geir Evensen

Published in: CoRR (2020)

Keyphrases

kalman filtering
kalman filter
reduced order
video tracking
measurement noise
state estimation
particle filtering
recursive filtering
feature selection
image denoising
learning algorithm
wavelet domain
multi frame
edge detection
denoising
optical flow
pairwise