Search for dissertations about: "Gaussian filtering"

Showing result 1 - 5 of 46 swedish dissertations containing the words Gaussian filtering.

  2. 1. Bridges with Random Length and Pinning Point for Modelling the Financial Information

    Author : Mohammed Louriki; Astrid Hilbert; Dorje C. Brody; Linnéuniversitetet; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; Brownian motion; Brownian bridge; Gaussian process; Gaussian bridge; Gamma process; Gamma bridge; Lévy process; pinned Lévy process; Markov process; Bayes theorem; stopping time; default time; semi-martingale decomposition; credit risk; defaultable bond; last passage time; enlargement of filtration; stochastic filtering theory; information-based asset pricing; market filtration.; Mathematics; Matematik;

    Abstract : The impact of the information concerning an event of interest occurring at a future random time is the main topic of this work. The event can massively influence financial markets and the problem of modelling the information on the time at which it occurs is of crucial importance in financial modelling. READ MORE

  4. 2. Practical methods for Gaussian mixture filtering and smoothing

    Author : Abu Sajana Rahmathullah; Chalmers tekniska högskola; []
    Keywords : TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY;

    Abstract : In many applications, there is an interest in systematically and sequentially estimating quantities of interest in a dynamical system, using indirect and inaccurate sensor observations. There are three important sub-problems of sequential estimation: prediction, filtering and smoothing. READ MORE

  5. 3. Multiple Model Filtering and Data Association with Application to Ground Target Tracking

    Author : Daniel Svensson; Chalmers tekniska högskola; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Multiple model filtering; semi-Markov processes; multi-target tracking; FISST; state estimation; IMM; performance evaluation; OSPA; PHD; ground target tracking; Kalman filtering; target tracking; CPHD; MHT; random finite sets;

    Abstract : This thesis is concerned with two central parts of a tracking system, namely multiple-model filtering and data association. Multiple models are introduced to provide accurate filtering, whereas data association deals with the unknown origin of the received measurements. READ MORE

  6. 4. Filtering and modelling for automotive safety systems

    Author : Fredrik Sandblom; Chalmers tekniska högskola; []
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; decision-making; automotive safety; sensor data fusion; motion models; radar sensor models; filtering theory; moment estimation;

    Abstract : This thesis makes five important contributions to the development of an automotive safety system: filtering algorithms, three modelling frameworks concerning the usage of radar detections in tracking, vehicle motion, and decision-making for intervention decisions, and finally the implementation architecture.In the filtering context, we have developed a new sigma-point method for estimating the moments of a transformed Gaussian random variable. READ MORE

  7. 5. Particle Filtering and Optimal Control for Vehicles and Robots

    Author : Karl Berntorp; Institutionen för reglerteknik; []
    Keywords : TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; particle filtering; optimal control; automotive systems; out-of-sequence measurement; autonomy; model predictive control; sensor fusion; wheel slip; dynamic optimization;

    Abstract : This thesis covers areas within estimation and optimal control of vehicles, in particular four-wheeled vehicles. One topic is how to handle delayed and out-of-sequence measurements (OOSMs) in tracking systems. READ MORE