On Kalman filter solution of space-time interpolation.
other · Level V
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- Record sourced from PubMed, PMID 18249656.
- Also identified by DOI 10.1109/83.913601.
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Abstract
The approximate Kalman filtering algorithm presented previously (see ibid., vol.3, p.773-88, Nov. 1994) for image sequence processing can introduce unacceptable negative eigenvalues in the information matrix and can have degraded performance in some applications. The improved algorithm presented in this note guarantees a positive definite information matrix, leading to more stable filter performance.