Low-rank approximated Kalman filter using Oja's principal component flow for discrete-time linear systems.
Daiki TsuzukiKentaro OhkiPublished in: CoRR (2024)
Keyphrases
- kalman filter
- low rank
- linear systems
- principal components
- linear combination
- principal component analysis
- missing data
- sufficient conditions
- dynamical systems
- singular value decomposition
- convex optimization
- dimensionality reduction
- matrix factorization
- high dimensional data
- particle filter
- semi supervised
- object tracking
- high order
- interior point methods
- covariance matrix
- small number
- feature extraction
- mean shift
- low dimensional
- higher order
- collaborative filtering
- pairwise
- objective function
- face recognition
- neural network
- data sets