Numerical Gaussian process Kalman filtering for spatiotemporal systems

no code implementations • 5 May 2021 • Armin Küper, Steffen Waldherr

These properties enable us to embed the numerical GP state space model into the recursive Kalman filter algorithm.

BIG-bench Machine Learning Gaussian Processes +1

Numerical Gaussian process Kalman filtering

no code implementations • 3 Dec 2019 • Armin Küper, Steffen Waldherr

Convenient properties of the numerical GPKF are that no spatial discretization of the model is necessary, and manual setting up of the Kalman filter, that is fine-tuning the process and measurement noise levels by hand is not required, as they are learned online from the data stream.

Gaussian Processes