Sökning: "Kalman filtering"

Visar resultat 21 - 25 av 65 avhandlingar innehållade orden Kalman filtering.

  1. 21. Simulation and Estimation of Diffusion Processes : Applications in Finance

    Författare :Carl Åkerlindh; Finansiell matematik; []
    Nyckelord :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

  3. 22. Particle filtering for positioning and tracking applications

    Författare :Rickard Karlsson; Linköpings universitet; []
    Nyckelord :TECHNOLOGY; TEKNIKVETENSKAP;

    Sammanfattning : A Bayesian approach to positioning and tracking applications naturally leads to a recursive estimation formulation. The recently invented particle filter provides a numerical solution to the non-tractable recursive Bayesian estimation problem. As an alternative, traditional methods such as the extended Kalman filter. LÄS MER

  4. 23. Sensor Fusion and Control Applied to Industrial Manipulators

    Författare :Patrik Axelsson; Mikael Norrlöf; Fredrik Gustafsson; Paolo Rocco; Linköpings universitet; []
    Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Industrial Robots; Sensor Fusion; Iterative Learning Control; H-infinity Controller; Controllability; Extended Kalman Filter; Particle Filter; Expectation Maximisation; Continuous-time Filtering; Norm-optimal ILC;

    Sammanfattning : One of the main tasks for an industrial robot is to move the end-effector in a predefined path with a specified velocity and acceleration. Different applications have different requirements of the performance. LÄS MER

  5. 24. Kalman Filters for Nonlinear Systems and Heavy-Tailed Noise

    Författare :Michael Roth; Fredrik Gustafsson; Simo Särkkä; Linköpings universitet; []
    Nyckelord :;

    Sammanfattning : This thesis is on filtering in state space models. First, we examine approximate Kalman filters for nonlinear systems, where the optimal Bayesian filtering recursions cannot be solved exactly. These algorithms rely on the computation of certain expected values. LÄS MER

  7. 25. 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 :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