Discrete-Time Solutions to the Continuous-Time Differential Lyapunov Equation With Applications to Kalman Filtering.
Patrik AxelssonFredrik GustafssonPublished in: IEEE Trans. Autom. Control. (2015)
Keyphrases
- kalman filtering
- kalman filter
- dynamical systems
- markov processes
- markov chain
- measurement noise
- reduced order
- video tracking
- state estimation
- recursive filtering
- optimal control
- differential equations
- sufficient conditions
- particle filtering
- optimal control problems
- control theory
- closed loop
- image classification
- nonlinear systems
- dynamic programming
- nonlocal means
- spatio temporal
- computational complexity
- machine learning