An introduction to Gaussian processes for the Kalman filter expert
We examine the close relationship between Gaussian processes and the Kalman filter and show how Gaussian processes can be interpreted using familiar Kalman filter mathematical concepts. We use this insight to develop a novel hybrid filter, which we call the KFGP, for spatial-temporal modelling. The...
| Main Authors: | , |
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| Format: | Journal article |
| Language: | English |
| Published: |
2010
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