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 3 of 3 for “"optimal proposal"”.
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Sequential Monte Carlo Methods with Applications to Positioning and Tracking in Wireless Networks
… which involves approximation of the so-called optimal proposal kernel. As an illustration, the method was applied to optimal filtering in state-space models.
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Improving the consistency of nonlinear estimators: analysis, algorithms, and applications
… an analytically-determined Gaussian mixture as proposal distribution which not only takes into account the most recent measurement but also matches all the modes of the posterior (optimal proposal) distribution. As a result, the AGS-PF samples the most probable regions of the state space and …
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Nonlinear filtering of high dimensional, chaotic, multiple timescale correlated systems
… We also develop extensions to controlled optimal proposal particle filters that improve the diversity of the particle ensemble when tested on the Lorenz 1963 model. In the last chapter of the dissertation, we adopt a dynamical systems viewpoint to address the issue of particle collapse. …