Fast Kalman filter using hierarchical matrices and a low-rank perturbative approach
From MaRDI portal
Publication:5173317
DOI10.1088/0266-5611/31/1/015009zbMath1323.35214arXiv1405.2276OpenAlexW3103557547WikidataQ59393835 ScholiaQ59393835MaRDI QIDQ5173317
Eric L. Miller, Arvind K. Saibaba, Peter K. Kitanidis
Publication date: 9 February 2015
Published in: Inverse Problems (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1405.2276
Sums of independent random variables; random walks (60G50) Inverse problems for PDEs (35R30) Random walks, random surfaces, lattice animals, etc. in equilibrium statistical mechanics (82B41)
Related Items (3)
Multi-Resolution Filters for Massive Spatio-Temporal Data ⋮ Efficient generalized Golub–Kahan based methods for dynamic inverse problems ⋮ Hierarchical sparse Cholesky decomposition with applications to high-dimensional spatio-temporal filtering
This page was built for publication: Fast Kalman filter using hierarchical matrices and a low-rank perturbative approach