Fast finite-horizon kalman filter in wavefront estimation for adaptive optics.
Paolo MassioniMichael Di LoretoPublished in: ECC (2014)
Keyphrases
- kalman filter
- finite horizon
- adaptive kalman filter
- extended kalman filter
- state estimation
- kalman filtering
- infinite horizon
- optimal policy
- update equations
- optimal stopping
- object tracking
- markov decision processes
- particle filtering
- target tracking
- multistage
- state space model
- markov decision process
- particle filter
- mean shift
- single product
- average cost
- high dimensional
- state space
- non stationary
- estimation accuracy
- optimal control
- yield management
- mobile robot