Sökning: "Gaussian filtering"
Visar resultat 1 - 5 av 46 avhandlingar innehållade orden Gaussian filtering.
1. Bridges with Random Length and Pinning Point for Modelling the Financial Information
Sammanfattning : The impact of the information concerning an event of interest occurring at a future random time is the main topic of this work. The event can massively influence financial markets and the problem of modelling the information on the time at which it occurs is of crucial importance in financial modelling. LÄS MER
2. Practical methods for Gaussian mixture filtering and smoothing
Sammanfattning : In many applications, there is an interest in systematically and sequentially estimating quantities of interest in a dynamical system, using indirect and inaccurate sensor observations. There are three important sub-problems of sequential estimation: prediction, filtering and smoothing. LÄS MER
3. Multiple Model Filtering and Data Association with Application to Ground Target Tracking
Sammanfattning : This thesis is concerned with two central parts of a tracking system, namely multiple-model filtering and data association. Multiple models are introduced to provide accurate filtering, whereas data association deals with the unknown origin of the received measurements. LÄS MER
4. Filtering and modelling for automotive safety systems
Sammanfattning : This thesis makes five important contributions to the development of an automotive safety system: filtering algorithms, three modelling frameworks concerning the usage of radar detections in tracking, vehicle motion, and decision-making for intervention decisions, and finally the implementation architecture.In the filtering context, we have developed a new sigma-point method for estimating the moments of a transformed Gaussian random variable. LÄS MER
5. Particle Filtering and Optimal Control for Vehicles and Robots
Sammanfattning : This thesis covers areas within estimation and optimal control of vehicles, in particular four-wheeled vehicles. One topic is how to handle delayed and out-of-sequence measurements (OOSMs) in tracking systems. LÄS MER