Sökning: "Kalman filter"
Visar resultat 1 - 5 av 131 avhandlingar innehållade orden Kalman filter.
Sammanfattning : This thesis deals with estimation of states and parameters in nonlinear and non-Gaussian dynamic systems. Sequential Monte Carlo methods are mainly used to this end. These methods rely on models of the underlying system, motivating some developments of the model concept. LÄS MER
Sammanfattning : Diffusion processes are the most commonly used models in mathematical finance, and are used extensively not only by academics but also practitioners. Nowadays a wide range of models, that can capture many of the effects observed in financial markets, are available. LÄS MER
Sammanfattning : The Bayesian approach provides a rather powerful framework for handling nonlinear, as well as linear, estimation problems. We can in fact pose a general solution to the nonlinear estimation problem. However, in the general case there does not exist any closed-form solution and we are forced to use approximate techniques. LÄS MER
Sammanfattning : Mapping stationary objects and tracking moving targets are essential for many autonomous functions in vehicles. In order to compute the map and track estimates, sensor measurements from radar, laser and camera are used together with the standard proprioceptive sensors present in a car. LÄS MER
5. A Signal Processing Approach to Practical Neurophysiology : A Search for Improved Methods in Clinical Routine and Research
Sammanfattning : Signal processing within the neurophysiological field is challenging and requires short processing time and reliable results. In this thesis, three main problems are considered.First, a modified line source model for simulation of muscle action potentials (APs) is presented. LÄS MER