An interval Kalman filter enhanced by lowering the covariance matrix upper bound.
Tuan Anh TranCarine JauberthieLouise Travé-MassuyèsQuoc-Hung LuPublished in: Int. J. Appl. Math. Comput. Sci. (2021)
Keyphrases
- kalman filter
- covariance matrix
- upper bound
- sample size
- lower bound
- kalman filtering
- covariance matrices
- particle filter
- principal component analysis
- state estimation
- worst case
- object tracking
- geometrical interpretation
- extended kalman filter
- multivariate gaussian
- objective function
- particle filtering
- eigenvalues and eigenvectors
- mean shift
- generalization error
- gaussian mixture
- state space model
- symmetric matrix
- dimensionality reduction
- higher order
- computational complexity
- pattern recognition
- correlation matrix
- update equations