Density morphing and mode propagation for Bayesian filtering
A system and method for modeling a dynamic system using Bayesian filtering, includes a prediction module to predict a state model of the dynamic system, the prediction module generates a prediction density having at least one mode, the state model includes a conditional density function including at...
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Main Authors | , , |
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Format | Patent |
Language | English |
Published |
17.02.2005
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Edition | 7 |
Subjects | |
Online Access | Get full text |
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Summary: | A system and method for modeling a dynamic system using Bayesian filtering, includes a prediction module to predict a state model of the dynamic system, the prediction module generates a prediction density having at least one mode, the state model includes a conditional density function including at least one kernel. Approximating module approximates a measurement probability from a sample set through at least one kernel and an update module updates the conditional density function using the measurement probability and the prediction density. A mode finding and mixture reduction module reduces the number of kernels in the conditional density function. |
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Bibliography: | Application Number: US20040896512 |