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: Tronarp, Filip; Nick, Jörg; Hennig, Philipp; Schmidt, Jonathan
Tübinger Autor(en):
Schmidt, Jonathan
Hennig, Philipp
Nick, Jörg
Published in: Advances in Neural Information Processing Systems (2023), Bd. 36, S. 61364--61376
Verlagsangabe: Curran Associates, Inc.
Language: English
Full text: https://proceedings.neurips.cc/paper_files/paper/2023/file/c14d902be45c72833018b2ccfac071e4-Paper-Conference.pdf
DDC Classifikation: 004 - Data processing and computer science
Dokumentart: Article
Note: Preprint: https://doi.org/10.48550/arXiv.2306.07774
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