Large Sample Properties of the Adaptive Gaussian Mixture Filter
نویسندگان
چکیده
منابع مشابه
Binomial Gaussian mixture filter
In this work, we present a novel method for approximating a normal distribution with a weighted sum of normal distributions. The approximation is used for splitting normally distributed components in a Gaussian mixture filter, such that components have smaller covariances and cause smaller linearization errors when nonlinear measurements are used for the state update. Our splitting method uses ...
متن کاملRobust Adaptive Gaussian Mixture Sigma Point Particle Filter
This paper presents a new robust adaptive Gaussian mixture sigma-point particle filter by adopting the concept of robust adaptive estimation to the Gaussian mixture sigma-point particle filter. This method approximates state mean and covariance via Sigma-point transformation combined with new available measurement information. It enables the estimations of state mean and covariance to be adjust...
متن کاملGaussian Mixture Filter for Multipath Assisted Positioning
Markus Ulmschneider studied communications and computer engineering at the University of Ulm, Germany, from where he received his Bachelor’s degree in 2011 and his Master’s degree in 2014. In 2014, he joined the Institute of Communications and Navigation of the German Aerospace Center (DLR), Germany, where he is part of the scientific staff of the Mobile Radio Transmission group. His main resea...
متن کاملOn the Convergence of the Gaussian Mixture Filter
This paper presents convergence results for the Box Gaussian Mixture Filter (BGMF). BGMF is a Gaussian Mixture Filter (GMF) that is based on a bank of Extended Kalman Filters. The critical part of GMF is the approximation of probability density function (pdf) as pdf of Gaussian mixture such that its components have small enough covariance matrices. Because GMF approximates prior and posterior a...
متن کاملThe Sensitivity analysis of Box Gaussian Mixture Filter
In this paper, we study the sensitivity of the Box Gaussian Mixture Filter (BGMF) in hybrid positioning. The idea of BGMF is to split the state space into pieces using parallel planes when necessary and approximate the restriction of a Gaussian component in each piece as a Gaussian. In the sensitivity analysis, we change the distance between the parallel planes and examine how that affects the ...
متن کاملذخیره 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: Monthly Weather Review
سال: 2017
ISSN: 0027-0644,1520-0493
DOI: 10.1175/mwr-d-15-0372.1