Recursive principal component analysis for model order reduction with application in nonlinear Bayesian filtering
Mohsen Ebrahimzadeh Hassanabadi, Amin Heidarpour, Saeed Eftekhar Azam, Mehrdad Arashpour
Topics & Concepts
Principal component analysisSingular value decompositionInitializationKalman filterComputer scienceNonlinear systemProper orthogonal decompositionUncertainty quantificationAlgorithmModel order reductionSparse PCAReduction (mathematics)Karhunen–Loève theoremFilter (signal processing)MathematicsArtificial intelligenceMachine learningPoint of deliveryQuantum mechanicsProjection (relational algebra)AgronomyGeometryBiologyProgramming languagePhysicsComputer visionStructural Health Monitoring TechniquesFault Detection and Control SystemsProbabilistic and Robust Engineering Design