Riemannian Trust-Region based Adaptive Kalman filter with unknown noise Covariance matrices.
Rahul MogheMaruthi R. AkellaRenato ZanettiPublished in: CoRR (2021)
Keyphrases
- covariance matrices
- riemannian metric
- log euclidean
- covariance matrix
- lie group
- riemannian manifolds
- vector space
- maximum likelihood
- adaptive kalman filter
- gaussian distribution
- distance measure
- gaussian mixture
- gaussian mixture model
- noise level
- affine invariant
- feature vectors
- noise free
- estimation problems
- euclidean space
- tensor field
- noise reduction
- linear classifiers
- median filter
- diffusion tensor
- infinite dimensional
- low dimensional
- upper bound