On the continuous time limit of the ensemble Kalman filter.
Theresa LangeWilhelm StannatPublished in: Math. Comput. (2021)
Keyphrases
- kalman filter
- kalman filtering
- object tracking
- particle filter
- state estimation
- target tracking
- mean shift
- training set
- neural network
- extended kalman filter
- state space
- markov chain
- dynamical systems
- particle filtering
- learning algorithm
- simultaneous localization and mapping
- data fusion
- computer simulation
- scale factor
- bayesian filtering
- update equations
- data association
- robust tracking
- higher order
- pattern recognition
- feature selection