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Skip to Search Results- 18Particle filters
- 2Bayesian Model Selection
- 2Branching Process
- 2Central Limit Theorem
- 2Ensemble Kalman filter
- 2Law of large numbers
- 7Kouritzin, Michael
- 2Wu, Biao
- 1Balakrishnapillai Chitralekha, Saneej
- 1Blount, Douglas
- 1Deng,Jing
- 1Hajizadeh, Mohammad
- 10Graduate and Postdoctoral Studies (GPS), Faculty of
- 10Graduate and Postdoctoral Studies (GPS), Faculty of /Theses and Dissertations
- 8Mathematical and Statistical Sciences, Department of
- 8Mathematical and Statistical Sciences, Department of/Research Publications (Mathematical and Statistical Sciences)
- 2Huang, Biao (Chemical and Materials Engineering)
- 1Bulitko, Vadim (Computing Science)
- 1Dr. Shah, Sirish (Chemical and Materials Engineering)
- 1Huang, Biao (Department of Chemical and Materials Engineering)
- 1Kouritzin, Mike (Mathematical and Statistical Sciences)
- 1Lipsett, Michael (Mechanical Engineering)
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2015-04-20
A large class of discrete-time branching particle filters with Bayesian model selection ca-pabilities and effective resampling is introduced in algorithmic form, shown empirically to outperform the popular bootstrap algorithm and analyzed mathematically. The particles interact weakly in the...
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Spring 2014
We introduce two kinds of particle filters, one is weighted particle filter and the other is resampling particle filter. We prove the Strong Law of Large Numbers and Central Limit Theorem for both particle filters. Then, we show that the resampling particle filter is better than the weighted one.
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Spring 2010
The main area of research delineated in this thesis provides instances when Computer vision based technology has shown tremendous productivity gains in the Oil sands industry in Fort McMurray, Alberta, Canada. Specifically, the interface between Bitumen-froth (crude oil) and the Middlings (Sand)...
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Particle Filter for Bayesian State Estimation and Its Application to Soft Sensor Development
DownloadSpring 2012
For chemical engineering processes, state estimation plays a key role in various applications such as process monitoring, fault detection, process optimization and model based control. Thanks to their distinct advantages of inference mechanism, Bayesian state estimators have been extensively...
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Spring 2016
In this thesis, we first introduce two basic problems of filter, the nonlinear filtering and model selection problem. We show that both of them can be solved by the unnormalized filter approach. Then several web based particle filter algorithms will be discussed. We extend the resampled and...
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Spring 2011
Balakrishnapillai Chitralekha, Saneej
The development of fast and efficient computer hardware technology has resulted in the rapid development of numerous computational software tools for making statistical inferences. The computational algorithms, which are the backbone of these tools, originate from distinct areas in science,...
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2004
McCrosky, Jesse, Kouritzin, Michael, Blount, Douglas
A hybrid weighted/interacting particle filter, the selectively resampling particle (SERP) filter, is used to detect and track an unknown number of independent targets on a one-dimensional \"racetrack\" domain. The targets evolve in a nonlinear manner. The observations model a sensor positioned...
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2004
Kouritzin, Michael, Long, H., Sun, W.
Herein, we consider direct Markov chain approximations to the Duncan–Mortensen–Zakai equations for nonlinear filtering problems on regular, bounded domains. For clarity of presentation, we restrict our attention to reflecting diffusion signals with symmetrizable generators. Our Markov chains are...
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2014-06-05
The classical particle filter, introduced in 1993, approximates the normalized filter directly. It has two defiencies, over resampling and the inability to distinguish models, the former of which was overcome but the later is fundamental. Conversely, the weighted particle filter, motivated by the...
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2008
Target Obscuration, including foliage or building obscuration of ground targets and landscape or horizon obscuration of airborne targets, plagues many real world filtering problems. In particular, ground moving target identification Doppler radar, mounted on a surveillance aircraft or unattended...