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Results for "Probability Distributions on a Circle"

Author: Li, Ruoxia Departments: Department of Chemical and Materials Engineering

  • Ensemble Kalman Estimation with Gaussian Mixture Models

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    Fall 2018

    Li, Ruoxia

    develop an estimator for the state PDF of arbitrary distribution. In this work, we develop an estimator based on a Gaussian mixture model (GMM) coupled with the ensemble Kalman filter (EnKF) specifically for estimation with multimodal state distributions.The second problem is that the conventional

    a Gaussian distribution. This presents a challenge for Kalman-based state estimators such as the extended Kalman filter, since they model the state PDF as Gaussian. In order to achieve more accurate estimation, the modeling of the state distribution needs to be improved. The first problem is to

    work, we develop a novel state estimation technique to incorporate inequality constraints for the case of Gaussian filters. Furthermore, we consider the constrained estimation for the case where the state PDF cannot be approximated with a Gaussian distribution. To this end, we develop a framework to

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