Kalman Filtering With Adaptive Step Size Using a Covariance-Based Criterion.

Barak Or Ben-Zion Bobrovsky Itzik Klein

Published in: IEEE Trans. Instrum. Meas. (2021)

Keyphrases

step size
kalman filtering
variable step size
kalman filter
convergence rate
convergence speed
cost function
recursive least squares
particle filtering
gradient method
particle filter
learning algorithm
feature selection
wavelet coefficients
closed form
multi frame
multiresolution