Abstract: This paper presents a new method of predicting the values of time series using recursive update Gaussian Kernel Function Networks. First, the input structure of time series prediction model ...
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% using SE(3). The process model is simply X_k+1 = X_k * exp(U_k + w_k) where % X_k is in SE(3) and U_k and w_k (zero mean white Gaussian noise, N(0,Q_k)) % are defined in the Lie algebra se(3). We ...
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