Unscented Kalman Filter for Noisy Multivariate Financial Time-Series Data.

Said Jadid Abdulkadir Suet-Peng Yong

Published in: MIWAI (2013)

Keyphrases

unscented kalman filter
dynamic model
state estimation
position and orientation
visual tracking
multivariate time series
extended kalman filter
kalman filter
constant velocity
inertial sensors
stereo camera
particle filter
kalman filtering
simultaneous localization and mapping