Uncertainty in Data-Driven Kalman Filtering for Partially Known State-Space Models

1 code implementation • 10 Oct 2021 • Itzik Klein, Guy Revach, Nir Shlezinger, Jonas E. Mehr, Ruud J. G. van Sloun, Yonina. C. Eldar

Providing a metric of uncertainty alongside a state estimate is often crucial when tracking a dynamical system.