Kalman Filtering With Intermittent Observations: Convergence for Semi-Markov Chains and an Intrinsic Performance Measure.
Andrea CensiPublished in: IEEE Trans. Autom. Control. (2011)
Keyphrases
- markov chain
- kalman filtering
- kalman filter
- steady state
- finite state
- markov process
- video tracking
- transition probabilities
- markov model
- markov processes
- stochastic process
- state space
- probabilistic automata
- transition matrix
- particle filtering
- random walk
- similarity measure
- stationary distribution
- information theory
- relative entropy
- machine learning
- visual tracking
- object tracking
- mutual information
- higher order