Bayesian and geometric subspace tracking

DOI10.1239/aap/1077134463zbMath1047.93044OpenAlexW2023927582MaRDI QIDQ4464164

Anuj Srivastava, Eric P. Klassen

Publication date: 27 May 2004

Published in: Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1239/aap/1077134463

zbMATH Keywords

samplingestimationtime-varying systemsGrassmann manifoldsequential Monte Carlosubspace trackingBayesian tracking

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Estimation and detection in stochastic control theory (93E10) Large-scale systems (93A15)

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