An Ensemble Kalman Filter Implementation Based on Modified Cholesky Decomposition for Inverse Covariance Matrix Estimation.
Elias David Niño RuizAdrian SanduXinwei DengPublished in: SIAM J. Sci. Comput. (2018)
Keyphrases
- kalman filter
- extended kalman filter
- kalman filtering
- state estimation
- importance sampling
- update equations
- object tracking
- particle filter
- state space model
- motion parameters
- target tracking
- image processing
- mean shift
- feature selection
- neural network
- robust tracking
- adaptive kalman filter
- estimation process
- data association
- estimation accuracy
- particle filtering
- three dimensional
- learning algorithm
- machine learning