Search for dissertations about: "Kalman markov"

Showing result 1 - 5 of 9 swedish dissertations containing the words Kalman markov.

2. 1. 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

4. 2. 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

5. 3. GPS/IMU Integrated System for Land Vehicle Navigation based on MEMS

   Author : Yueming Zhao; Lars Sjöberg; Milan Horemuž; Krzysztof Gajdamowicz; KTH; []
   Keywords : TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; GPS; IMU; MEMS; integration; Kalman filter; physical constraint; outlier;

   Abstract : The Global Positioning System (GPS) and an Inertial Navigation System (INS)are two basic navigation systems. Due to their complementary characters in manyaspects, a GPS/INS integrated navigation system has been a hot research topic inthe recent decade. Both advantages and disadvantages of each individual systemare analyzed. READ MORE

6. 4. On inference in partially observed Markov models using sequential Monte Carlo methods

   Author : Jonas Ströjby; Matematisk statistik; []
   Keywords : NATURVETENSKAP; NATURAL SCIENCES;

   Abstract : This thesis concerns estimation in partially observed continuous and discrete time Markov models and focus on both inference about the conditional distribution of the unobserved process as well as parameter inference for the dynamics of the unobserved process. Paper A concerns calibration of advanced stock price models, in particular the Bates and NIG-CIR models, using options data observed through bid-ask spreads. READ MORE

7. 5. Data driven modeling in the presence of time series structure: : Improved bounds and effective algorithms

   Author : Othmane Mazhar; Boualem Djehiche; Munther Dahleh; KTH; []
   Keywords : NATURVETENSKAP; NATURAL SCIENCES; Time series; Non-asymptotic estimation; Minimax; Change point detection; Hidden Markov model; State space model; Least square; Penalized Regression; Random covariance matrix; Concentration inequality; Chaining integral; Self-normalized martingale inequality; Cramér-Rao inequality; van Trees inequality; Matematisk statistik; Mathematical Statistics;

   Abstract : This thesis consists of five appended papers devoted to modeling tasks where the desired models are learned from data sets with an underlying time series structure. We develop a statistical methodology for providing efficient estimators and analyzing their non-asymptotic behavior. READ MORE