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Online EM algorithm for joint state and mixture measurement noise estimation
Linköping University, Department of Electrical Engineering, Automatic Control. Linköping University, Faculty of Science & Engineering.
Linköping University, Department of Electrical Engineering, Automatic Control. Linköping University, Faculty of Science & Engineering.
Linköping University, Department of Electrical Engineering, Automatic Control. Linköping University, Faculty of Science & Engineering.
2012 (English)In: 15th International Conference on Information Fusion (FUSION), 2012, IEEE , 2012, 1935-1940 p.Conference paper, Published paper (Refereed)
Abstract [en]

In this study, we aim to estimate the unknown multi-modal measurement noise distribution of nonlinear state space models. The unknown noise distribution is modeled as a mixture of exponential family of distributions. We use the Expectation-Maximization (EM) method in order to jointly estimate the unknown parameters as well as the states. The online version of the EM algorithm is implemented by using particle filtering techniques. The resulting algorithm is a noise adaptive particle filter which is applicable to many sensor models having multi-modal noise distributions with unknown parameters.

Place, publisher, year, edition, pages
IEEE , 2012. 1935-1940 p.
National Category
Control Engineering
Identifiers
URN: urn:nbn:se:liu:diva-121626ISBN: 978-1-4673-0417-7 (print)ISBN: 978-0-9824438-4-2 (print)OAI: oai:DiVA.org:liu-121626DiVA: diva2:857377
Conference
15th International Conference on Information Fusion (FUSION), Singapore, July 9-12, 2012
Funder
Linnaeus research environment CADICS
Available from: 2015-09-28 Created: 2015-09-28 Last updated: 2015-11-19Bibliographically approved

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Özkan, EmreFritsche, CarstenGustafsson, Fredrik

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Özkan, EmreFritsche, CarstenGustafsson, Fredrik
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CiteExportLink to record
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Cite
Citation style
  • apa
  • harvard1
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • oxford
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
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