Krylov space approximate Kalman filtering

نویسندگان
چکیده

برای دانلود رایگان متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Krylov space approximate Kalman filtering

The Kalman filter is a technique for estimating a time-varying state given a dynamical model for, and indirect measurements of, the state. It is used, for example, on the control problems associated with a variety of navigation systems. Even in the case of nonlinear state and/or measurement models, standard implementations require only linear algebra. However, for sufficiently large-scale probl...

متن کامل

Approximate Kalman Filtering for the Harmonic plus Noise Model

We present a probabilistic description of the Harmonic plus Noise Model (HNM) for speech signals. This probabilistic formulation permits Maximum Likelihood (ML) parameter estimation and speech synthesis becomes a straightforward sampling from a distribution. It also permits development of a Kalman filter that tracks model parameters such as pitch, harmonic amplitudes, and autoregressive coeffic...

متن کامل

Approximate Distributed Kalman Filtering for Cooperative Multi-agent Localization

We consider the problem of estimating the locations of mobile agents by fusing the measurements of displacements of the agents as well as relative position measurements between pairs of agents. We propose an algorithm that computes an approximation of the centralized optimal (Kalman filter) estimates. The algorithm is distributed in the sense each agent can estimate its own position by communic...

متن کامل

Approximate Kalman Filter Q-Learning for Continuous State-Space MDPs

We seek to learn an effective policy for a Markov Decision Process (MDP) with continuous states via Q-Learning. Given a set of basis functions over state action pairs we search for a corresponding set of linear weights that minimizes the mean Bellman residual. Our algorithm uses a Kalman filter model to estimate those weights and we have developed a simpler approximate Kalman filter model that ...

متن کامل

Kalman Filtering

Consider the following state space model (signal and observation model). Y t = H t X t + W t , W t ∼ N (0, R) (1) X t = F t X t−1 + U t , U t ∼ N (0, Q) (2)

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: Numerical Linear Algebra with Applications

سال: 2011

ISSN: 1070-5325

DOI: 10.1002/nla.805