Sökning: "marginalized particle filter"

Visar resultat 1 - 5 av 6 avhandlingar innehållade orden marginalized particle filter.

  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. On computational methods for nonlinear estimation

    Författare :Thomas Schön; Linköpings universitet; []
    Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Nonlinear estimation; Particle filter; Kalman filter; System identification; Convex optimization; Differential-algebraic equation; TECHNOLOGY; TEKNIKVETENSKAP;

    Sammanfattning : The Bayesian approach provides a rather powerful framework for handling nonlinear, as well as linear, estimation problems. We can in fact pose a general solution to the nonlinear estimation problem. However, in the general case there does not exist any closed-form solution and we are forced to use approximate techniques. LÄS MER

  4. 3. 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

  5. 4. 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

  7. 5. Performance and Implementation Aspects of Nonlinear Filtering

    Författare :Gustaf Hendeby; Fredrik Gustafsson; Petar Djurić; Linköpings universitet; []
    Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; particle filtering; nonlinear filtering; fault detection; Cramer-Rao lower bound; Kullback divergence; intrinsic accuracy; Automatic control; Reglerteknik;

    Sammanfattning : I många fall är det viktigt att kunna få ut så mycket och så bra information som möjligt ur tillgängliga mätningar. Att utvinna information om till exempel position och hastighet hos ett flygplan kallas för filtrering. I det här fallet är positionen och hastigheten exempel på tillstånd hos flygplanet, som i sin tur är ett system. LÄS MER