Search for dissertations about: "Particle Metropolis-Hastings"

Found 2 swedish dissertations containing the words Particle Metropolis-Hastings.

  1. 1. Bayesian Inference for Nonlinear Dynamical Systems : Applications and Software Implementation

    University dissertation from Department of Automatic Control, Lund Institute of Technology, Lund University

    Author : Jerker Nordh; [2015]
    Keywords : TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Indoor Navigation; pyParticleEst; Software Implementation; Simultaneous Localization and Mapping; Parameter Estimation; System Identification; Sequential Importance Sampling; Particle Filter; Bayesian Inference; Markov Chain Monte Carlo; Particle Smoother;

    Abstract : The topic of this thesis is estimation of nonlinear dynamical systems, focusing on the use of methods such as particle filtering and smoothing. There are three areas of contributions: software implementation, applications of nonlinear estimation and some theoretical extensions to existing algorithms. READ MORE

  2. 2. Sequential Monte Carlo for inference in nonlinear state space models

    University dissertation from Linköping : Linköping University Electronic Press

    Author : Johan Dahlin; Thomas Schön; Fredrik Lindsten; Adam M. Johansen; [2014]

    Abstract : Nonlinear state space models (SSMs) are a useful class of models to describe many different kinds of systems. Some examples of its applications are to model; the volatility in financial markets, the number of infected persons during an influenza epidemic and the annual number of major earthquakes around the world. READ MORE