Data Sketching for Large-Scale Kalman Filtering
نویسندگان
چکیده
منابع مشابه
Large-scale Kalman Filtering Using the Limited Memory Bfgs Method
The standard formulations of the Kalman filter (KF) and extended Kalman filter (EKF) require the storage and multiplication of matrices of size n × n, where n is the size of the state space, and the inversion of matrices of size m × m, where m is the size of the observation space. Thus when both m and n are large, implementation issues arise. In this paper, we advocate the use of the limited me...
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To my family, anna and ammu ACKNOWLEDGEMENT I would like to express my sincere indebtness and gratitude to my thesis advisor Dr. Dan Simon, for the ingenious commitment, encouragement and highly valuable advice he provided me over the entire course of this thesis. I would also like to thank my committee members Dr. Zhiqiang Gao and Dr. Sridhar Ungarala for their support and advice. I wish thank...
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ژورنال
عنوان ژورنال: IEEE Transactions on Signal Processing
سال: 2017
ISSN: 1053-587X,1941-0476
DOI: 10.1109/tsp.2017.2691662