| bibtype |
C -
Conference Paper (international conference)
|
| ARLID |
0363163 |
| utime |
20240103195438.6 |
| mtime |
20110913235959.9 |
| title
(primary) (eng) |
Non-Parametric Bayesian Measurement Noise Density Estimation in Non-Linear Filtering |
| specification |
| page_count |
4 s. |
| media_type |
www |
|
| serial |
| ARLID |
cav_un_epca*0363842 |
| ISBN |
978-1-4577-0539-7 |
| title
|
Proceedings of IEEE International Conference on Acoustics, Speech and Signal Processing 2011 |
| page_num |
5924-5927 |
| publisher |
| place |
Piscataway |
| name |
IEEE |
| year |
2011 |
|
|
| keyword |
Particle filtering |
| keyword |
Dirichlet process |
| keyword |
Bayesian Estimation |
| author
(primary) |
| ARLID |
cav_un_auth*0264145 |
| name1 |
Okzan |
| name2 |
E. |
| country |
SE |
|
| author
|
| ARLID |
cav_un_auth*0264144 |
| name1 |
Saha |
| name2 |
S. |
| country |
SE |
|
| author
|
| ARLID |
cav_un_auth*0264146 |
| name1 |
Gustafsson |
| name2 |
F. |
| country |
SE |
|
| author
|
| ARLID |
cav_un_auth*0101207 |
| name1 |
Šmídl |
| name2 |
Václav |
| full_dept (cz) |
Adaptivní systémy |
| full_dept |
Department of Adaptive Systems |
| department (cz) |
AS |
| department |
AS |
| institution |
UTIA-B |
| full_dept |
Department of Adaptive Systems |
| fullinstit |
Ústav teorie informace a automatizace AV ČR, v. v. i. |
|
| source |
|
| cas_special |
| research |
CEZ:AV0Z10750506 |
| abstract
(eng) |
In this study, we investigate online Bayesian estimation of the measurement noise density of a given state space model using particle filters and Dirichlet process mixtures. Dirichlet processes are widely used in statistics for nonparametric density estimation. In the proposed method, the unknown noise is modeled as a Gaussian mixture with unknown number of components. The joint estimation of the state and the noise density is done via particle filters. Furthermore, the number of components and the noise statistics are allowed to vary in time. An extension of the method for the estimation of time varying noise characteristics is also introduced. |
| action |
| ARLID |
cav_un_auth*0273976 |
| name |
IEEE International Conference on Acoustics, Speech and Signal Processing |
| place |
Praha |
| dates |
22.05.2011-27.05.2011 |
| country |
CZ |
|
| reportyear |
2012 |
| RIV |
BD |
| permalink |
http://hdl.handle.net/11104/0199219 |
| arlyear |
2011 |
| mrcbU63 |
cav_un_epca*0363842 Proceedings of IEEE International Conference on Acoustics, Speech and Signal Processing 2011 978-1-4577-0539-7 5924 5927 Piscataway IEEE 2011 |
|