Covariance calculation for floating-point state-space realizations.
Sangho KoRobert R. BitmeadPublished in: IEEE Trans. Signal Process. (2004)
Keyphrases
- floating point
- state space
- fixed point
- heuristic search
- square root
- reinforcement learning
- optimal policy
- dynamical systems
- dynamic programming
- state variables
- instruction set
- particle filter
- sparse matrices
- random variables
- covariance matrix
- markov decision processes
- interval arithmetic
- pairwise
- floating point arithmetic
- message passing
- bayesian networks
- search space