Sökning: "Particle smoothing"

Visar resultat 6 - 10 av 15 avhandlingar innehållade orden Particle smoothing.

1. 6. On particle-based online smoothing and parameter inference in general state-space models

   Författare :Johan Westerborn; Jimmy Olsson; Sumeetpal Singh; KTH; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Tillämpad matematik och beräkningsmatematik; Applied and Computational Mathematics;

   Sammanfattning : This thesis consists of 4 papers, presented in Paper A-D, on particle- based online smoothing and parameter inference in general state-space hidden Markov models.In Paper A a novel algorithm, the particle-based, rapid incremental smoother (PaRIS), aimed at efficiently performing online approxima- tion of smoothed expectations of additive state functionals in general hidden Markov models, is presented. LÄS MER

3. 7. On particle-based online smoothing and parameter inference in general hidden Markov models

   Författare :Johan Westerborn; Jimmy Olsson; Thomas Schön; KTH; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES;

   Sammanfattning : This thesis consists of two papers studying online inference in general hidden Markov models using sequential Monte Carlo methods.The first paper present an novel algorithm, the particle-based, rapid incremental smoother (PaRIS), aimed at efficiently perform online approximation of smoothed expectations of additive state functionals in general hidden Markov models. LÄS MER

4. 8. Rao-Blackwellised particle methods for inference and identification

   Författare :Fredrik Lindsten; Thomas Schön; Lennart Ljung; Fredrik Gustafsson; Tobias Rydén; Linköpings universitet; []
   Nyckelord :TECHNOLOGY; TEKNIKVETENSKAP;

   Sammanfattning : We consider the two related problems of state inference in nonlinear dynamical systems and nonlinear system identification. More precisely, based on noisy observations from some (in general) nonlinear and/or non-Gaussian dynamical system, we seek to estimate the system state as well as possible unknown static parameters of the system. LÄS MER

5. 9. Learning probabilistic models of dynamical phenomena using particle filters

   Författare :Andreas Svensson; Thomas B. Schön; Uppsala universitet; []
   Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Elektroteknik med inriktning mot reglerteknik; Electrical Engineering with specialization in Automatic Control;

   Sammanfattning : Dynamical behavior can be seen in many real-life phenomena, typically as a dependence over time. This thesis studies and develops methods and probabilistic models for statistical learning of such dynamical phenomena.A probabilistic model is a mathematical model expressed using probability theory. LÄS MER

7. 10. Nonparametric Message Passing Methods for Cooperative Localization and Tracking

   Författare :Vladimir Savic; Santiago Zazo; Spain Technical University of Madrid; []
   Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; cooperative localization; tracking; wireless sensor networks; message passing; particle filtering; belief propagation; RFID;

   Sammanfattning : The objective of this thesis is the development of cooperative localization and tracking algorithms using nonparametric message passing techniques. In contrast to the most well-known techniques, the goal is to estimate the posterior probability density function (PDF) of the position of each sensor. LÄS MER