Signal estimation | Nonlinear filters
The invariant extended Kalman filter (IEKF) (not to be confused with the iterated extended Kalman filter) was first introduced as a version of the extended Kalman filter (EKF) for nonlinear systems possessing symmetries (or invariances), then generalized and recast as an adaptation to Lie groups of the linear Kalman filtering theory. Instead of using a linear correction term based on a linear output error, the IEKF uses a geometrically adapted correction term based on an invariant output error; in the same way the gain matrix is not updated from a linear state error, but from an invariant state error. The main benefit is that the gain and covariance equations have reduced dependence on the estimated value of the state. In some cases they converge to constant values on a much bigger set of trajectories than is the case for the EKF, which results in a better convergence of the estimation. (Wikipedia).
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From playlist AATRN 2019
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From playlist 卡尔曼滤波器(Kalman Filters)
Lagrangian Floer theory by Sushmita Venugopalan
J-Holomorphic Curves and Gromov-Witten Invariants DATE:25 December 2017 to 04 January 2018 VENUE:Madhava Lecture Hall, ICTS, Bangalore Holomorphic curves are a central object of study in complex algebraic geometry. Such curves are meaningful even when the target has an almost complex stru
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