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Control theory / Numerical linear algebra / Linear filters / Functional analysis / Estimation theory / Kalman filter / Discretization / Data assimilation / Conjugate gradient method / Mathematics / Algebra / Numerical analysis


Fast Kalman filtering and forward-backward smoothing via a low-rank perturbative approach Eftychios A. Pnevmatikakis Kamiar Rahnama Rad Jonathan Huggins
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Document Date: 2012-10-16 19:53:53

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File Size: 1,14 MB

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City

Monte Carlo / Kalman / /

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Facility

Columbia University / store Ct / /

IndustryTerm

large systems / recursive algorithm / similar fast algorithm / spatiotemporal smoothing applications / iterative steepest-descent algorithm / block-tridiagonal systems / least solution / fundamental tool / highdimensional systems / approximate solution / /

Organization

Center for Theoretical Neuroscience / Columbia University / New York / Department of Statistics / /

Person

Golub Loan / Van Loan / Bt / Jonathan Huggins Liam Paninski / /

ProvinceOrState

New York / /

Technology

neuroscience / AV / iterative steepest-descent algorithm / Kalman filtering algorithm / LRBT algorithm / /

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