Sökning: "State-space filter"

Visar resultat 1 - 5 av 34 avhandlingar innehållade orden State-space filter.

1. 1. Sequential Monte Carlo methods for conjugate state-space models

   Författare :Anna Wigren; Fredrik Lindsten; Lawrence Murray; Riccardo Sven Risuleo; Simon Maskell; Uppsala universitet; []
   Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Sequential Monte Carlo; Particle filter; Markov chain Monte Carlo; Conjugacy; State-space model; Probabilistic programming; Electrical Engineering with specialization in Signal Processing; Elektroteknik med inriktning mot signalbehandling;

   Sammanfattning : Bayesian inference in state-space models requires the solution of high-dimensional integrals, which is intractable in general. A viable alternative is to use sample-based methods, like sequential Monte Carlo, but this introduces variance into the inferred quantities that can sometimes render the estimates useless. LÄS MER

3. 2. On Bounds and Asymptotics of Sequential Monte Carlo Methods for Filtering, Smoothing, and Maximum Likelihood Estimation in State Space Models

   Författare :Jimmy Olsson; Matematisk statistik; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; actuarial mathematics; programming; operations research; Statistics; Matematik; Mathematics; state space models; smoothing; sequential Monte Carlo; particle filter; EM algorithm; maximum likelihood; consistency; Asymptotic normality; Statistik; operationsanalys; programmering; aktuariematematik;

   Sammanfattning : This thesis is based on four papers (A-D) treating filtering, smoothing, and maximum likelihood (ML) estimation in general state space models using stochastic particle filters (also referred to as sequential Monte Carlo (SMC) methods). The aim of Paper A is to study the bias of Monte Carlo integration estimates produced by the so-called bootstrap particle filter. LÄS MER

4. 3. Acoustic Sound Source Localisation and Tracking : in Indoor Environments

   Författare :Anders Johansson; Blekinge Tekniska Högskola; []
   Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Room acoustics; Speaker localisation; Tracking; State-space filter; Sequential Monte Carlo method; Particle filter;

   Sammanfattning : With advances in micro-electronic complexity and fabrication, sophisticated algorithms for source localisation and tracking can now be deployed in cost sensitive appliances for both consumer and commercial markets. As a result, such algorithms are becoming ubiquitous elements of contemporary communication, robotics and surveillance systems. LÄS MER

5. 4. Recursive black-box identification of nonlinear state-space ODE models

   Författare :Linda Brus; Bengt Carlsson; Torbjörn Wigren; Uppsala universitet; []
   Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Elektroteknik med inriktning mot reglerteknik; Electrical Engineering with specialization in Automatic Control;

   Sammanfattning : Nonlinear system identification methods is a topic that has been gaining interest over the last years. One reason is the many application areas in controller design and system development. However, the problem of modeling nonlinear systems is complex and finding a general method that can be used for many different applications is difficult. LÄS MER

7. 5. Identification and Synthesis of Components for Vibration Transfer Path Analysis

   Författare :Per Sjövall; Chalmers tekniska högskola; []
   Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Sensor placement; Indirect sensing; Vibration control; System identification; Experimental methods; Substructuring; Kalman filter; Transfer path analysis; State-space models;

   Sammanfattning : Transmission of structure-borne vibrations in built-up structures, e.g. vehicles such as aircraft, automobiles and trains, is addressed. Methodologies for modeling, analysis, prediction and reduction of vibrations are developed. LÄS MER