Sökning: "Kalman filter"

Visar resultat 1 - 5 av 142 avhandlingar innehållade orden Kalman filter.

1. 1. Estimation of Nonlinear Dynamic Systems : Theory and Applications

   Författare :Thomas B. Schön; Fredrik Gustafsson; Simon Godsill; Linköpings universitet; []
   Nyckelord :ENGINEERING AND TECHNOLOGY; TEKNIK OCH TEKNOLOGIER; TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Nonlinear estimation; system identification; Kalman filter; particle filter; marginalized particle filter; expectation maximization; automotive applications; Automatic control; Reglerteknik;

   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

3. 2. Simulation and Estimation of Diffusion Processes : Applications in Finance

   Författare :Carl Åkerlindh; Finansiell matematik; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; Diffusion processes; Kalman filter; Uncented Kalman filter; EM algorithm; Kernel estimation; Bandwidth selection; Multilevel Monte Carlo; Simulated maximum likelihood estimation; Julia language;

   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

4. 3. On computational methods for nonlinear estimation

   Författare :Thomas Schön; Linköpings universitet; []
   Nyckelord :ENGINEERING AND TECHNOLOGY; TEKNIK OCH TEKNOLOGIER; Nonlinear estimation; Particle filter; Kalman filter; System identification; Convex optimization; Differential-algebraic equation; TECHNOLOGY; TEKNIKVETENSKAP;

   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

5. 4. Sensor Fusion for Automotive Applications

   Författare :Christian Lundquist; Fredrik Gustafsson; Thomas B. Schön; Uwe Hanebeck; Linköpings universitet; []
   Nyckelord :ENGINEERING AND TECHNOLOGY; TEKNIK OCH TEKNOLOGIER; TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Kalman filter; PHD filter; extended targets; tracking; sensor fusion; road model; single track model; bicycle model;

   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

7. 5. A Signal Processing Approach to Practical Neurophysiology : A Search for Improved Methods in Clinical Routine and Research

   Författare :Björn Hammarberg; Dick Stegeman; Uppsala universitet; []
   Nyckelord :NATURAL SCIENCES; NATURVETENSKAP; NATURVETENSKAP; NATURAL SCIENCES; Systemteknik; matched filter; asynchronous detection; Kalman filter; initialization; MHT; Wiener deconvolution; line source model; electromyography; needle EMG; motor unit potential; MUAP; mean fiber concentration; jitter; microneurography; C-fiber; spike sorting; Systemteknik; Systems engineering; Systemteknik; Signal Processing; signalbehandling;

   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