Evaluation of convergence rate in the central limit theorem for the Kalman filter.
Fazil A. AlievLevent ÖzbekPublished in: IEEE Trans. Autom. Control. (1999)
Keyphrases
- kalman filter
- convergence rate
- central limit theorem
- kalman filtering
- step size
- learning rate
- convergence speed
- object tracking
- particle filter
- state estimation
- gradient method
- extended kalman filter
- state space model
- particle filtering
- neural network
- mean shift
- probability distribution
- evolutionary algorithm
- computational complexity
- image processing