Sökning: "Stochastic Expectation-Maximization"

Visar resultat 1 - 5 av 14 avhandlingar innehållade orden Stochastic Expectation-Maximization.

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

   Författare :Thomas B. Schön; Fredrik Gustafsson; Simon Godsill; Linköpings universitet; []
   Nyckelord :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. Multitemporal Spaceborne Polarimetric SAR Data for Urban Land Cover Mapping

   Författare :Xin Niu; Yifang Ban; Laurent Ferro-Famil; KTH; []
   Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; RADARSAT-2; Spaceborne; Polarimetric SAR; Urban Land cover; Object-based Rule-based Classification; Support Vector Machines; Contextual; Stochastic Expectation-Maximization; Markov Random Field.;

   Sammanfattning : Urban land cover mapping represents one of the most important remote sensing applications in the context of rapid global urbanization. In recent years, high resolution spaceborne Polarimetric Synthetic Aperture Radar (PolSAR) has been increasingly used for urban land cover/land-use mapping, since more information could be obtained in multiple polarizations and the collection of such data is less influenced by solar illumination and weather conditions. LÄS MER

4. 3. Learning Stochastic Nonlinear Dynamical Systems Using Non-stationary Linear Predictors

   Författare :Mohamed Abdalmoaty; Håkan Hjalmarsson; Jimmy Olsson; KTH; []
   Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; NATURVETENSKAP; NATURAL SCIENCES; Stochastic Nonlinear Systems; Nonlinear System Identification; Learning Dynamical Models; Maximum Likelihood; Estimation; Process Disturbance; Prediction Error Method; Non-stationary Linear Predictors; Intractable Likelihood; Latent Variable Models; Electrical Engineering; Elektro- och systemteknik;

   Sammanfattning : The estimation problem of stochastic nonlinear parametric models is recognized to be very challenging due to the intractability of the likelihood function. Recently, several methods have been developed to approximate the maximum likelihood estimator and the optimal mean-square error predictor using Monte Carlo methods. LÄS MER

5. 4. Stochastic Models Involving Second Order Lévy Motions

   Författare :Jonas Wallin; Matematisk statistik; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES;

   Sammanfattning : This thesis is based on five papers (A-E) treating estimation methods for unbounded densities, random fields generated by Lévy processes, behavior of Lévy processes at level crossings, and a Markov random field mixtures of multivariate Gaussian fields. In Paper A we propose an estimator of the location parameter for a density that is unbounded at the mode. LÄS MER

7. 5. Contributions to reciprocal processes

   Författare :Stefane Saize; Xiangfeng Yang; Torkel Erhardsson; Timo Koski; Linköpings universitet; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES;

   Sammanfattning : Reciprocal processes are stochastic processes such that the current state only depends on the nearest past and future, and they have found many applications in various fields such as Euclidean quantum physics. This thesis focuses on the study of some classes of reciprocal processes in both discrete-time and continuous-time frameworks. LÄS MER