Tensor Kalman Filter and Its Applications

• Published in: IEEE transactions on knowledge and data engineering Vol. 35; no. 6; pp. 6435 - 6448
• Main Authors: Chang, Shih Yu, Wu, Hsiao-Chun
• Format: Journal Article
• Language: English
• Published: New York IEEE 01.06.2023; The Institute of Electrical and Electronics Engineers, Inc. (IEEE)
• Subjects: Algorithms; Big Data; Biomedical data; Covariance matrices; Covariance matrix; Data mining; Decomposition; EEG (electroencephalogram); Electroencephalography; expectation–maximization (EM) algorithm; Heuristic algorithms; Kalman filters; Mathematical models; multi-relational data; Robotics; State space models; Tensor; tensor Kalman filter (TKF); tensor Kalman smoother (TKS); Tensors; Time series analysis

Kalman filter is one of the most important estimation algorithms, which estimates certain unknown variables given the measurements observed over time subject to a dynamic system, for many applications in science and engineering including environmental science, ecometrics, robotics, financial analysi...