Diffusion Maps Kalman Filter for a Class of Systems with Gradient Flows
© 1991-2012 IEEE. In this paper, we propose a non-parametric method for state estimation of high-dimensional nonlinear stochastic dynamical systems, which evolve according to gradient flows with isotropic diffusion. We combine diffusion maps, a manifold learning technique, with a linear Kalman filte...
Main Authors: | Shnitzer, Tal, Talmon, Ronen, Slotine, Jean-Jacques |
---|---|
Other Authors: | Massachusetts Institute of Technology. Nonlinear Systems Laboratory |
Format: | Article |
Language: | English |
Published: |
Institute of Electrical and Electronics Engineers (IEEE)
2021
|
Online Access: | https://hdl.handle.net/1721.1/135213 |
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