Global ETD Search
Search theses and dissertations gathered from participating repositories worldwide. Every result links back to the library that holds it. No account is needed.
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Showing 1 to 20 of 40 for “"nonlinear filtering"”.
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Duality for nonlinear filtering
Submission original under an indefinite embargo labeled 'Open Access'. The submission was exported from vireo on 2022-11-15 without embargo terms
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Comparison of nonlinear filtering techniques
… an innovation structure inspired by traditional nonlinear filtering combined with optimal control formalisms. The resulting algorithm is referred to as feedback particle filter. The purpose of this thesis is to provide a comparative study of the feedback particle filter (FPF). Two types of …
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Topics in nonlinear filtering theory
Thesis (Ph.D.)--Massachusetts Institute of Technology, Dept. of Mathematics, 1980.
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Effects of observability on nonlinear filtering.
Massachusetts Institute of Technology. Dept. of Electrical Engineering. Thesis. 1970. M.S.
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Bounds for the nonlinear filtering problem.
Thesis. 1976. M.S.--Massachusetts Institute of Technology. Dept. of Mathematics.
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Nonlinear Filtering: Dimensional Reduction and Particle Methods
"Our result is applied to the electric power system whose daily operations must be guarded against failures due to natural disasters, rogue attacks and other unexpected conditions. One of the central challenges in current power system operations is to develop a better estimation scheme which is …
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Nonlinear filtering of video sequences using contraction theory
Thesis (S.M.)--Massachusetts Institute of Technology, Dept. of Mechanical Engineering, 2001.
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Nonlinear filtering for narrow-band time delay estimation
… improved performance over a simpler nonlinear preprocessor and Kalman filtering, so long as this bound is chosen appropriately.
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Controlled particle systems for nonlinear filtering and global optimization
… of controlled interacting particle systems for nonlinear filtering and global optimization problems. These problems are important in a number of engineering domains. In nonlinear filtering, there is a growing interest to develop geometric approaches for systems that evolve on matrix Lie groups. …
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Nonlinear filtering of high dimensional, chaotic, multiple timescale correlated systems
… addresses theoretical and numerical questions in nonlinear filtering theory for high dimensional, chaotic, multiple timescale correlated systems. The research is motivated by problems in the geosciences, in particular oceanic or atmospheric estimation and climate prediction. As the capability and …
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Design and analysis of particle-based algorithms for nonlinear filtering and sampling
… algorithms for two problems: (i) the nonlinear filtering problem; (ii) and the problem of sampling from a target distribution. The contributions for these two problems appear in Part I and Part~II of the thesis. For the nonlinear filtering problem, the focus is on the feedback particle …
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Analog adaptive nonlinear filtering and spectral analysis for low-power audio applications
… system, but develops in the presence of strong nonlinearity.
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Comparison of two nonlinear filtering techniques - the extended Kalman filter and the feedback particle filter
… an innovation structure inspired by traditional nonlinear filtering combined with optimal control and mean-field game formalisms. The resulting algorithm is referred to as feedback particle filter (FPF). The purpose of this thesis is to provide a comparative study of the feedback particle filter …
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Construction of nonlinear filter algorithms using the saddlepoint approximation
… the use of the saddlepoint method to construct nonlinear filtering algorithms. To our knowledge, while the saddlepoint approximation has been used very successfully in the statistics literature (as an example the saddlepoint method provides a simple, highly accurate approximation to the density …
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Comparison of Sampling-Based Algorithms for Multisensor Distributed Target Tracking
Nonlinear filtering is certainly very important in estimation since most real-world problems are nonlinear. Recently a considerable progress in the nonlinear filtering theory has been made in the area of the sampling-based methods, including both random (Monte Carlo) and deterministic (quasi-Monte …
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Feedback particle filter and its applications
The purpose of nonlinear filtering is to extract useful information from noisy sensor data. It finds applications in all disciplines of science and engineering, including tracking and navigation, traffic surveillance, financial engineering, neuroscience, biology, robotics, computer vision, weather …
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Model reduction of linear and nonlinear systems using balancing methods
… system in that of a spring-mass system with nonlinear damping is studied using the analysis set forth by J.Scherpen [11] and A.Newman [8]. The connection between linear and nonlinear balancing techniques is established and possible existant methods that reduce the complexity of the analysis …
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Recursive Bayesian Filtering Through a Mixture of Gaussian and Discrete Particles
Conventional solutions to nonlinear filtering problems fall into two categories, deterministic and stochastic approaches. While the former is heavily used due to low computational demand, approximation error is tied to their initialization, which causes difficulty during long term application. The …
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Dynamic-Data Driven Real-Time Identification for Electric Power Systems
… based on the measurement data, applying advanced nonlinear filtering concepts and technologies to real-time identification of power system models, and addressing computational issues by implementing the balanced truncation method. By obtaining more realistic system models, together with timely …
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Probabilistic modeling and Bayesian inference via triangular transport
… settings, including new ensemble methods for nonlinear filtering; and (3) proposes parameter and data dimension reduction techniques with error guarantees for high-dimensional inverse problems. The first part of the thesis explores the use of triangular transport maps for density estimation …
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