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Register a new userMarginal Covariance of Parameters in New Observations
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Added by
Jianzhu Huai
Publication date
2020
fields
Electronic Engineering
and research's language is
English
Authors
Jianzhu Huai
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We have observed a common problem of solving for the marginal covariance of parameters introduced in new observations. This problem arises in several situations, including augmenting parameters to a Kalman filter, and computing weight for relative pose constraints. To handle this problem, we derive a solution in a least squares sense. The solution is applied to the above two instance situations and verified by independently reported results.
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