The Rank-Reduced Kalman Filter: Approximate Dynamical-Low-Rank Filtering In High Dimensions

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The Rank-Reduced Kalman Filter: Approximate Dynamical-Low-Rank Filtering In High Dimensions

Author: Hennig, Philipp; Schmidt, Jonathan; Nick, Jörg; Tronarp, Filip
Tübinger Autor(en):
Hennig, Philipp
Schmidt, Jonathan
Nick, Jörg
Tronarp, Filip
Issue year: 2023-06-28
Verlagsangabe: arXiv
Language: English
Full text: https://doi.org/10.48550/arXiv.2306.07774
DDC Classifikation: 004 - Data processing and computer science
Dokumentart: Preprint
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