Search for dissertations about: "nonlinear Kalman filters"

Showing result 1 - 5 of 10 swedish dissertations containing the words nonlinear Kalman filters.

  2. 1. Kalman Filters for Nonlinear Systems and Heavy-Tailed Noise

    Author : Michael Roth; Fredrik Gustafsson; Simo Särkkä; Linköpings universitet; []
    Keywords : ;

    Abstract : This thesis is on filtering in state space models. First, we examine approximate Kalman filters for nonlinear systems, where the optimal Bayesian filtering recursions cannot be solved exactly. These algorithms rely on the computation of certain expected values. READ MORE

  4. 2. Probabilistic Sequence Models with Speech and Language Applications

    Author : Gustav Eje Henter; W. Bastiaan Kleijn; Arne Leijon; Gernot Kubin; KTH; []
    Keywords : TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Time series; acoustic modelling; speech synthesis; stochastic processes; causal-state splitting reconstruction; robust causal states; pattern discovery; Markov models; HMMs; nonparametric models; Gaussian processes; Gaussian process dynamical models; nonlinear Kalman filters; information theory; minimum entropy rate simplification; kernel density estimation; time-series bootstrap;

    Abstract : Series data, sequences of measured values, are ubiquitous. Whenever observations are made along a path in space or time, a data sequence results. To comprehend nature and shape it to our will, or to make informed decisions based on what we know, we need methods to make sense of such data. READ MORE

  5. 3. Sequential Monte Carlo Filters and Integrated Navigation

    Author : Per-Johan Nordlund; Fredrik Gustafsson; Linköpings universitet; []
    Keywords : TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY;

    Abstract : In this thesis we consider recursive Bayesian estimation in general, and sequential Monte Carlo filters in particular, applied to integrated navigation. Based on a large number of simulations of the model, the sequential Monte Carlo filter, also referred to as particle filter, provides an empirical estimate of the full posterior probability density of the system. READ MORE

  6. 4. Advanced Kalman Filtering Approaches to Bayesian State Estimation

    Author : Michael Roth; Fredrik Gustafsson; Gustaf Hendeby; Lyudmila Mihaylova; Linköpings universitet; []
    Keywords : TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; NATURVETENSKAP; NATURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES;

    Abstract : Bayesian state estimation is a flexible framework to address relevant problems at the heart of existing and upcoming technologies. Application examples are obstacle tracking for driverless cars and indoor navigation using smartphone sensor data. READ MORE

  7. 5. Classical and Quantum Correlations in Microwave Frequency Combs

    Author : Shan Williams Jolin; David B. Haviland; Pertti Hakonen; KTH; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; Josephson junctions; parametric amplifiers; multipartite entanglement; microwaves; frequency comb; Gaussian states; bichromatic pump; surface acoustic waves; IQ mixer; fully inseparable states; superconducting circuits; hybrid circuits; intermodulation; nonlinear resonators; Material and Nano Physics; Material- och nanofysik;

    Abstract : Denna avhandling undersöker korrelationer i frekvensdomänen, av både klassiskt och kvantmekaniskt ursprung, i icke-linjära mikrovågskretsar. Syftet är att utveckla en kompakt metod för att generera kvantmekaniska korrelationer mellan harmoniska oscillatorer (s.k. READ MORE