Incremental estimation without specifying a-priori covariance matrices for the novel parameters

@article{Beder2008IncrementalEW,
  title={Incremental estimation without specifying a-priori covariance matrices for the novel parameters},
  author={Christian Beder and Richard Steffen},
  journal={2008 IEEE Computer Society Conference on Computer Vision and Pattern Recognition Workshops},
  year={2008},
  pages={1-6}
}
We will present a novel incremental algorithm for the task of online least-squares estimation. Our approach aims at combining the accuracy of least-squares estimation and the fast computation of recursive estimation techniques like the Kalman filter. Analyzing the structure of least-squares estimation we devise a novel incremental algorithm, which is able… CONTINUE READING