Parameter Uncertainty in the Kalman-Bucy Filter.
Andrew L. AllanSamuel N. CohenPublished in: SIAM J. Control. Optim. (2019)
Keyphrases
- filtering algorithm
- scale parameter
- inherent uncertainty
- transfer function
- uncertain data
- parameter values
- frequency response
- preprocessing step
- scale space
- kalman filter
- kalman filtering
- risk averse
- motion estimation
- median filter
- input parameters
- expected utility
- image filtering
- gaussian kernel
- filter design
- parameter settings
- multiscale
- decision making