Search for dissertations about: "Kalman filter"

Showing result 1 - 5 of 125 swedish dissertations containing the words Kalman filter.

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

    University dissertation from Institutionen för systemteknik

    Author : Thomas B. Schön; Linköpings universitet.; Linköpings universitet.; [2006]
    Keywords : TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Nonlinear estimation; system identification; Kalman filter; particle filter; marginalized particle filter; expectation maximization; automotive applications; TECHNOLOGY Information technology Automatic control; TEKNIKVETENSKAP Informationsteknik Reglerteknik;

    Abstract : 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. READ MORE

  2. 2. Simulation and Estimation of Diffusion Processes : Applications in Finance

    University dissertation from Institutionen för systemteknik

    Author : Carl Åkerlindh; Lund University.; Lunds universitet.; Lund University.; Lunds universitet.; [2019-09-27]
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; Diffusion processes; Kalman filter; Uncented Kalman filter; EM algorithm; Kernel estimation; Bandwidth selection; Multilevel Monte Carlo; Simulated maximum likelihood estimation; Julia language;

    Abstract : Diffusion processes are the most commonly used models in mathematical finance, and are used extensively not only by academics but also practitioners. Nowadays a wide range of models, that can capture many of the effects observed in financial markets, are available. READ MORE

  3. 3. On computational methods for nonlinear estimation

    University dissertation from Linköping, Sweden : Linköping University

    Author : Thomas Schön; Linköpings universitet.; Linköpings universitet.; Linköpings universitet.; Linköpings universitet.; [2003]
    Keywords : TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; TECHNOLOGY; TEKNIKVETENSKAP; Nonlinear estimation; Particle filter; Kalman filter; System identification; Convex optimization; Differential-algebraic equation;

    Abstract : 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. READ MORE

  4. 4. Sensor Fusion for Automotive Applications

    University dissertation from Linköping : Linköping University Electronic Press

    Author : Christian Lundquist; Linköpings universitet.; Linköpings universitet.; [2011]
    Keywords : TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Kalman filter; PHD filter; extended targets; tracking; sensor fusion; road model; single track model; bicycle model;

    Abstract : Mapping stationary objects and tracking moving targets are essential for many autonomous functions in vehicles. In order to compute the map and track estimates, sensor measurements from radar, laser and camera are used together with the standard proprioceptive sensors present in a car. READ MORE

  5. 5. A Signal Processing Approach to Practical Neurophysiology A Search for Improved Methods in Clinical Routine and Research

    University dissertation from Uppsala : Signals and Systems

    Author : Björn Hammarberg; Uppsala universitet.; [2002]
    Keywords : NATURVETENSKAP; NATURAL SCIENCES; Systemteknik; matched filter; asynchronous detection; Kalman filter; initialization; MHT; Wiener deconvolution; line source model; electromyography; needle EMG; motor unit potential; MUAP; mean fiber concentration; jitter; microneurography; C-fiber; spike sorting; Systemteknik; TECHNOLOGY Information technology Systems engineering; TEKNIKVETENSKAP Informationsteknik Systemteknik; Signal Processing; signalbehandling;

    Abstract : Signal processing within the neurophysiological field is challenging and requires short processing time and reliable results. In this thesis, three main problems are considered.First, a modified line source model for simulation of muscle action potentials (APs) is presented. READ MORE