We introduce a modified Kalman filter that performs robust, real-time outlier detection, without the need for manual parameter tuning by the user. Systems that rely on high quali...
The aim of this paper is to propose a new Kalman Filter Recurrent Neural Network (KFRNN) topology and a recursive Levenberg-Marquardt (L-M) algorithm of its learning capable to est...
We study the combination of Kalman filter and a recently proposed algorithm for dynamically maintaining a sliding window, for learning from streams of examples. We integrate this i...
Abstract— Bayesian filtering is a general framework for recursively estimating the state of a dynamical system. The most common instantiations of Bayes filters are Kalman filt...