Sökning: "Recursive Bayesian method"
Visar resultat 1 - 5 av 9 avhandlingar innehållade orden Recursive Bayesian method.
1. Recursive Bayesian Estimation : Navigation and Tracking Applications
Sammanfattning : Recursive estimation deals with the problem of extracting information about parameters, or states, of a dynamical system in real time, given noisy measurements of the system output. Recursive estimation plays a central role in many applications of signal processing, system identification and automatic control. LÄS MER
2. Identification using Convexification and Recursion
Sammanfattning : System identification studies how to construct mathematical models for dynamical systems from the input and output data, which finds applications in many scenarios, such as predicting future output of the system or building model based controllers for regulating the output the system.Among many other methods, convex optimization is becoming an increasingly useful tool for solving system identification problems. LÄS MER
3. Particle filtering for positioning and tracking applications
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. Optimal Segmentation of Linear Regression Parameters
Sammanfattning : The problem of detecting multiple changes in the dynamical properties of a measured signal, which we call segmentation, is studied. A Bayesian model-based approach is used. The signal is supposed to be described by a linear regression. The posterior distribution for the change instants is first derived for a quite general signal model. LÄS MER
5. Frequency Tracking for Speed Estimation
Sammanfattning : Estimating the frequency of a periodic signal, or tracking the time-varying frequency of an almost periodic signal, is an important problem that is well studied in literature. This thesis focuses on two subproblems where contributions can be made to the existing theory: frequency tracking methods and measurements containing outliers. LÄS MER