A Stochastic Approximation-Langevinized Ensemble Kalman Filter Algorithm for State Space Models with Unknown Parameters.
Tianning DongPeiyi ZhangFaming LiangPublished in: J. Comput. Graph. Stat. (2023)
Keyphrases
- kalman filter
- stochastic approximation
- kalman filtering
- learning algorithm
- dynamic programming
- target tracking
- computational complexity
- state space
- optimal solution
- reinforcement learning
- np hard
- particle filter
- extended kalman filter
- state estimation
- state space model
- objective function
- signal processing
- object tracking
- monte carlo
- high dimensional
- computer vision