Matches in SemOpenAlex for { <https://semopenalex.org/work/W4301121908> ?p ?o ?g. }
Showing items 1 to 67 of
67
with 100 items per page.
- W4301121908 abstract "Kalman filtering and smoothing algorithms are used in many areas, including tracking and navigation, medical applications, and financial trend filtering. One of the basic assumptions required to apply the Kalman smoothing framework is that error covariance matrices are known and given. In this paper, we study a general class of inference problems where covariance matrices can depend functionally on unknown parameters. In the Kalman framework, this allows modeling situations where covariance matrices may depend functionally on the state sequence being estimated. We present an extended formulation and generalized Gauss-Newton (GGN) algorithm for inference in this context. When applied to dynamic systems inference, we show the algorithm can be implemented to preserve the computational efficiency of the classic Kalman smoother. The new approach is illustrated with a synthetic numerical example." @default.
- W4301121908 created "2022-10-04" @default.
- W4301121908 creator A5085980354 @default.
- W4301121908 creator A5091863515 @default.
- W4301121908 date "2012-11-19" @default.
- W4301121908 modified "2023-10-15" @default.
- W4301121908 title "Smoothing Dynamic Systems with State-Dependent Covariance Matrices" @default.
- W4301121908 doi "https://doi.org/10.48550/arxiv.1211.4601" @default.
- W4301121908 hasPublicationYear "2012" @default.
- W4301121908 type Work @default.
- W4301121908 citedByCount "0" @default.
- W4301121908 crossrefType "posted-content" @default.
- W4301121908 hasAuthorship W4301121908A5085980354 @default.
- W4301121908 hasAuthorship W4301121908A5091863515 @default.
- W4301121908 hasBestOaLocation W43011219081 @default.
- W4301121908 hasConcept C105795698 @default.
- W4301121908 hasConcept C11413529 @default.
- W4301121908 hasConcept C126255220 @default.
- W4301121908 hasConcept C151730666 @default.
- W4301121908 hasConcept C154945302 @default.
- W4301121908 hasConcept C157286648 @default.
- W4301121908 hasConcept C178650346 @default.
- W4301121908 hasConcept C185142706 @default.
- W4301121908 hasConcept C206833254 @default.
- W4301121908 hasConcept C2776214188 @default.
- W4301121908 hasConcept C2779343474 @default.
- W4301121908 hasConcept C31972630 @default.
- W4301121908 hasConcept C33923547 @default.
- W4301121908 hasConcept C3770464 @default.
- W4301121908 hasConcept C41008148 @default.
- W4301121908 hasConcept C83042196 @default.
- W4301121908 hasConcept C86803240 @default.
- W4301121908 hasConceptScore W4301121908C105795698 @default.
- W4301121908 hasConceptScore W4301121908C11413529 @default.
- W4301121908 hasConceptScore W4301121908C126255220 @default.
- W4301121908 hasConceptScore W4301121908C151730666 @default.
- W4301121908 hasConceptScore W4301121908C154945302 @default.
- W4301121908 hasConceptScore W4301121908C157286648 @default.
- W4301121908 hasConceptScore W4301121908C178650346 @default.
- W4301121908 hasConceptScore W4301121908C185142706 @default.
- W4301121908 hasConceptScore W4301121908C206833254 @default.
- W4301121908 hasConceptScore W4301121908C2776214188 @default.
- W4301121908 hasConceptScore W4301121908C2779343474 @default.
- W4301121908 hasConceptScore W4301121908C31972630 @default.
- W4301121908 hasConceptScore W4301121908C33923547 @default.
- W4301121908 hasConceptScore W4301121908C3770464 @default.
- W4301121908 hasConceptScore W4301121908C41008148 @default.
- W4301121908 hasConceptScore W4301121908C83042196 @default.
- W4301121908 hasConceptScore W4301121908C86803240 @default.
- W4301121908 hasLocation W43011219081 @default.
- W4301121908 hasLocation W43011219082 @default.
- W4301121908 hasLocation W43011219083 @default.
- W4301121908 hasOpenAccess W4301121908 @default.
- W4301121908 hasPrimaryLocation W43011219081 @default.
- W4301121908 hasRelatedWork W1489099099 @default.
- W4301121908 hasRelatedWork W1597192237 @default.
- W4301121908 hasRelatedWork W1657752397 @default.
- W4301121908 hasRelatedWork W2022823194 @default.
- W4301121908 hasRelatedWork W2074589917 @default.
- W4301121908 hasRelatedWork W2317323511 @default.
- W4301121908 hasRelatedWork W2395573186 @default.
- W4301121908 hasRelatedWork W2900391131 @default.
- W4301121908 hasRelatedWork W3107202282 @default.
- W4301121908 hasRelatedWork W338040569 @default.
- W4301121908 isParatext "false" @default.
- W4301121908 isRetracted "false" @default.
- W4301121908 workType "article" @default.