DL : 0
This thesis is concerned with recursive Bayesian estimation of non-linear dynamical
systems, which can be modeled as discretely observed stochastic differential
equations. The recursive real-time estimation algorithms for these continuous-
discrete filtering problems are traditionally called optimal filters and the algorithms
for recursively computing the estimates based on batches of observations
are called optimal smoothers. In this thesis, new practical algorithms for approximate
and asymptotically optimal continuous-discrete filtering and smoothing are
presented.
The mathematical approach of this thesis is probabilistic and the estimation
algorithms are formulated in terms of Bayesian inference. This means that the
unknown parameters, the unknown functions and the physical noise processes are
treated as random processes in the same joint probability space. The Bayesian approach
provides a consistent way of computing the optimal filtering and smoothing
estimates, which are optimal given the model assumptions and a consistent
way of analyzing their uncertainties.
The formal equations of the optimal Bayesian continuous-discrete filtering
and smoothing solutions are well known, but the exact analytical solutions are
available only for linear Gaussian models and for a few other restricted special
cases. The main contributions of this thesis are to show how the recently developed
discrete-time unscented Kalman filter, particle filter, and the corresponding
smoothers can be applied in the continuous-discrete setting. The equations for the
continuous-time unscented Kalman-Bucy filter are also derived.
The estimation performance of the new filters and smoothers is tested using
simulated data. Continuous-discrete filtering based solutions are also presented to
the problems of tracking an unknown number of targets, estimating the spread of
an infectious disease and to prediction of an unknown time series.
Update : 2009-02-01
Size : 1.39mb
Publisher : eestarliu
DL : 0
机器人导航程序,其中包括粒子滤波,扩展卡尔曼滤波的实现代码。-robot navigation procedures, including the particle filter, extended Kalman Filter codes.
Update : 2025-03-07
Size : 20kb
Publisher : lg
DL : 0
有关particle filter的教程,ppt格式,对于学习粒子滤波有较好的指导意义-Related to the particle filter tutorial, ppt format, for a better learning particle filter guiding significance
Update : 2025-03-07
Size : 326kb
Publisher : 孟钢
DL : 0
ua University, in 2002 publi
this document, including the Mont
A program of curve fitting based
Bayesian Filter. Bayesian (Bayesi
a target tracking system MATLAB s
cubic spline curve fitting This i
book is widely used in engineerin
this study is extended Kalman Fil
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use AR model for time series pred
principal component analysis algo
HMM, C language, it is important
spectrum analysis techniques to s
digital watermarking technology p
mean-shift method for the example
chaotic sequence of phase space r
Serializing objects using CArchiv
C compile some of the most optimi
The source code of FFT,is a good
Mailto US | Studio | Copyright Complaints
Update : 2025-03-07
Size : 696kb
Publisher : wibisono
DL : 0
粒子滤波算法;粒子滤波算法源于Montecarlo的思想,即以某事件出现的频率来指代该事件的概率。因此在滤波过程中,需要用到概率如P(x)的地方,一概对变量x采样,以大量采样的分布近似来表示P(x)。因此,采用此一思想,在滤波过程中粒子滤波可以处理任意形式的概率,而不像Kalman滤波只能处理高斯分布的概率问题。他的一大优势也在于此。-these codes are particle filter resources codes which solve non-linear estimation problems.I wish that it is helpful to some people.I am glad to share it with others.
Update : 2025-03-07
Size : 1kb
Publisher : lixiangyang
DL : 0
颜色直方图粒子滤波器,并给出了英文参考文献;
运行方式:在前景窗口,按p键停止,在目标区域点击鼠标,让程序自动识别出目标轮廓,再次按p键,即可跟踪-The color histogram particle filter, given English references operation modes: in the foreground window, press p stop clicking the mouse in the target area, allowing the program to automatically identify the target contour, press p again, you can track
Update : 2025-03-07
Size : 12.34mb
Publisher : 金圣韬
DL : 0
Another particle filter implementation (by by Diego Andrés Alvarez Marín) that implements Arulampalam et. al. (2002). A tutorial on particle filters for online nonlinear/non-gaussian bayesian tracking. IEEE Transactions on Signal Processing. 50 (2). p 174--188
Update : 2025-03-07
Size : 5kb
Publisher : parrex
DL : 0
针对基于贝叶斯原理的序贯蒙特卡罗粒子滤波器出现退化现象的原因, 以无敏粒子滤波(U PF)、辅助粒子滤波
(A S IR) 及采样重要再采样(S IR) 等改进的粒子滤波算法为例, 对消除该缺陷的关键技术(优化重要密度函数及再采样) 进行了
分析研究。说明通过提高重要密度函数的似然度、引进当前测量值、预增和复制大权值粒子等方式, 可以有效改善算法性能。
最后通过对一无源探测定位问题进行仿真, 验证了运用该关键技术后, 算法的收敛精度和鲁棒性得到进一步增强。- Abstract:W e analyze the degeneracy phenomenon of sequen t ialMon te Carlo part icle f ilters based on
bayesian theo rem , pu t focu s on the key techn iques ( good cho ice of impo rtance den sity and u se of
resamp ling ) to reduce it s effect s. Several imp roving schemes such as the U n scen ted Part icle F ilters
(U PF) , the A ux iliary Samp ling Impo rtance Resamp ling (A S IR ) and the Samp ling Impo rtance Resamp ling
(S IR ) algo rithm s are in t roduced to illu st rate th rough increasing the likelihood of the impo rtance den sity o r
inco rpo rat ing new measu remen t, o r rep licat ing part icles w ith large w eigh t s w ith in the generic f rame of
part icle f ilters, the convergence accu racy and robu stness behavio rs of the algo rithm can be effect ively
imp roved. A typ ical passive detect ion and locat ion p rob lem is simu lated to p rove above conclu sion s.
Update : 2025-03-07
Size : 291kb
Publisher : Haiser
DL : 0
This paper introduces a new object tracking method
which combines two algorithms working in parallel, and based on
low-level observations (colour and gradient orientation): the Generalised Hough Transform, using a pixel-based description, and
the Particle Filter, using a global description. The object model is
updated by combining information a back-projection map
computed the Generalised Hough Transform, providing
for every pixel the degree to which it may belong to the
object, and the Particle Filter, providing a probability
density on the global object position. The proposed tracker
makes the most of the two algorithms, in terms of robustness to
appearance variation like scaling, rotation, non-rigid deformation
or illumination changes.-This paper introduces a new object tracking method
which combines two algorithms working in parallel, and based on
low-level observations (colour and gradient orientation): the Generalised Hough Transform, using a pixel-based description, and
the Particle Filter, using a global description. The object model is
updated by combining information a back-projection map
computed the Generalised Hough Transform, providing
for every pixel the degree to which it may belong to the
object, and the Particle Filter, providing a probability
density on the global object position. The proposed tracker
makes the most of the two algorithms, in terms of robustness to
appearance variation like scaling, rotation, non-rigid deformation
or illumination changes.
Update : 2025-03-07
Size : 2.04mb
Publisher : SALEH
DL : 0
基于粒子滤波器的目标跟踪算法及C++实现,运行方式:按P停止,在前景窗口鼠标点击目标,会自动生成外接矩形,再次按P,对该选定目标进行跟踪。(The target tracking algorithm based on particle filter and C++ implementation, operation mode: stop by P, click the target in the foreground window, automatically generate the outer rectangle, and follow P again to track the selected target.)
Update : 2025-03-07
Size : 1.17mb
Publisher : KQ_QK
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