The iterated Kalman filter update as a Gauss-Newton method.
Bradley M. BellFrederick W. CatheyPublished in: IEEE Trans. Autom. Control. (1993)
Keyphrases
- kalman filter
- newton method
- kalman filtering
- convergence analysis
- regularized least squares
- linear equations
- optimality conditions
- particle filter
- variational inequalities
- quadratic programming
- linear svm
- object tracking
- particle filtering
- global convergence
- face recognition
- nonnegative matrix factorization
- search algorithm
- nonlinear programming
- signal processing
- multiscale