Bayesian Kalman filtering in the presence of unknown noise statistics using factor graphs.
Roozbeh DehghannasiriMohammad Shahrokh EsfahaniXiaoning QianEdward R. DoughertyPublished in: ACSSC (2017)
Keyphrases
- kalman filtering
- measurement noise
- factor graphs
- kalman filter
- message passing
- graphical models
- belief propagation
- particle filtering
- multi frame
- bayesian networks
- posterior probability
- probabilistic graphical models
- exact inference
- approximate inference
- latent variables
- feature space
- multiscale
- probabilistic inference
- noise level
- bayesian inference
- mean shift
- missing data
- computationally efficient
- graph cuts
- maximum likelihood