Simultaneous Mode, Input and State Estimation for Switched Linear Stochastic Systems.
Sze Zheng YongMinghui ZhuEmilio FrazzoliPublished in: CoRR (2016)
Keyphrases
- state estimation
- stochastic systems
- kalman filter
- stochastic models
- kalman filtering
- visual tracking
- particle filter
- dynamic systems
- confidence intervals
- sample path
- particle filtering
- machine learning
- signal processing
- graphical models
- gaussian distribution
- dimensionality reduction
- stochastic model
- higher order
- state space
- computer vision