Related papers: Memristor-based Approximation of Gaussian Filter
We propose a new sampling-based approach for approximate inference in filtering problems. Instead of approximating conditional distributions with a finite set of states, as done in particle filters, our approach approximates the…
Gaussian mixture filters for nonlinear systems usually rely on severe approximations when calculating mixtures in the prediction and filtering step. Thus, offline approximations of noise densities by Gaussian mixture densities to reduce the…
One image processing application that is very helpful for humans is to improve image quality, poor image quality makes the image more difficult to interpret because the information conveyed by the image is reduced. In the process of the…
Bayesian filtering is a general framework for recursively estimating the state of a dynamical system. Classical solutions such that Kalman filter and Particle filter are introduced in this report. Gaussian processes have been introduced as…
Elongated anisotropic Gaussian filters are used for the orientation estimation of fibers. In cases where computed tomography images are noisy, roughly resolved, and of low contrast, they are the method of choice even if being efficient only…
We consider estimation of a deterministic unknown parameter vector in a linear model with non-Gaussian noise. In the Gaussian case, dimensionality reduction via a linear matched filter provides a simple low dimensional sufficient statistic…
In this paper we show that the knowledge of noise statistics contaminating a signal can be effectively used to choose an optimal Gaussian filter to eliminate noise. Very specifically, we show that the additive white Gaussian noise (AWGN)…
When signals are measured through physical sensors, they are perturbed by noise. To reduce noise, low-pass filters are commonly employed in order to attenuate high frequency components in the incoming signal, regardless if they come from…
Stochastic filtering is defined as the estimation of a partially observed dynamical system. A massive scientific and computational effort is dedicated to the development of numerical methods for approximating the solution of the filtering…
Gaussian mixtures are a common density representation in nonlinear, non-Gaussian Bayesian state estimation. Selecting an appropriate number of Gaussian components, however, is difficult as one has to trade of computational complexity…
Many sensors, such as range, sonar, radar, GPS and visual devices, produce measurements which are contaminated by outliers. This problem can be addressed by using fat-tailed sensor models, which account for the possibility of outliers.…
We consider the problem of model-based 3D-tracking of objects given dense depth images as input. Two difficulties preclude the application of a standard Gaussian filter to this problem. First of all, depth sensors are characterized by…
The Gaussian Filter (GF) is one of the most widely used filtering algorithms; instances are the Extended Kalman Filter, the Unscented Kalman Filter and the Divided Difference Filter. GFs represent the belief of the current state by a…
Particle flow Gaussian particle flow (PFGPF) uses an invertible particle flow to generate a proposal density. It approximates the predictive and posterior distributions as Gaussian densities. In this paper, we use bank of PFGPF filters to…
Filtering is a general name for inferring the states of a dynamical system given observations. The most common filtering approach is Gaussian Filtering (GF) where the distribution of the inferred states is a Gaussian whose mean is an affine…
State estimation in non-linear models is performed by tracking the posterior distribution recursively. A plethora of algorithms have been proposed for this task. Among them, the Gaussian particle filter uses a weighted set of particles to…
The Bessel filters are optimized to collect competent transient response due to a linear phase in the passband. In other words, during the filtering process, there will be comparatively impoverished frequency response with lower amplitude…
Recommender systems are often designed based on a collaborative filtering approach, where user preferences are predicted by modelling interactions between users and items. Many common approaches to solve the collaborative filtering task are…
Sequential Bayesian Filtering aims to estimate the current state distribution of a Hidden Markov Model, given the past observations. The problem is well-known to be intractable for most application domains, except in notable cases such as…
The crucial step in designing a particle filter for a particular application is the choice of importance density. The optimal scheme is to use the conditional posterior density of the state, but this cannot be sampled or calculated…