Gaussian Processes: covariance between position and speed example (2), prediction

Antonio Sala, UPV

Difficulty: **** ,       Relevance: ,      Duration: 19:57

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Summary:

This video uses position/velocity joint covariances from a Gaussian process to make velocity predictions given position measurements in a numerical Matlab example. The second part of this example discusses how to incorporate mixed measurements of position and velocity to make statistical predictions of position and velocity (interpolation). The variances and covariances themselves are calculated with the first and second derivatives of the covariance kernel between two ‘positions’, as detailed in the video [gpvel1EN], which you are advised to watch prior to this one.

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