Online EM algorithm for jump Markov systems

Date

2012-07-09

Author

Zhao, Yuxin
Yin, Feng
Gunnarsson, Fredrik
Amirijoo, Mehdi
Özkan, Emre
Gustafsson, Fredrik

Metadata

Show full item record

Item Usage Stats

70
views

0
downloads

The Expectation-Maximization (EM) algorithm in combination with particle filters is a powerful tool that can solve very complex problems, such as parameter estimation in general nonlinear non-Gaussian state space models. We here apply the recently proposed online EM algorithm to parameter estimation in jump Markov models, that contain both continuous and discrete states. In particular, we focus on estimating process and measurement noise distributions being modeled as mixtures of members from the exponential family.

URI

http://ieeexplore.ieee.org/lpdocs/epic03/wrapper.htm?arnumber=5712016
https://hdl.handle.net/11511/75626
https://ieeexplore.ieee.org/document/6290538

Conference Name

15th International Conference on Information Fusion, (2012)

Collections

Department of Electrical and Electronics Engineering, Conference / Seminar

Suggestions

OpenMETU
Core

Dual-Band Antenna Array Optimizations Using Heuristic Algorithms and the Multilevel Fast Multipole Algorithm Onol, Can; Gokce, Ozer; Ergül, Özgür Salih (2015-05-24) We consider design and simulations of dual-band antenna arrays and their optimizations via heuristic algorithms, particularly, genetic algorithms (GAs) and particle swarm optimization (PSO) methods. As shown below, these arrays consist of patch antennas of different sizes, depending on the target frequencies. The resulting radiation problems are solved iteratively, where the matrix-vector multiplications are performed efficiently with the multilevel fast multipole algorithm (MLFMA). MLFMA allows for realist...
ACOUSTIC SOURCE SEPARATION USING THE SHORT-TIME QUATERNION FOURIER TRANSFORMS OF PARTICLE VELOCITY SIGNALS Hacıhabiboğlu, Hüseyin (2016-03-25) Quaternion Fourier transforms (QFT) provide a powerful tool for the analysis of signals obtained from vector probes. Acoustic particle velocity is one such signal which can be measured with specially designed microphone arrays. This paper presents a time-frequency source separation method based on the short-time quaternion Fourier transform of acoustic particle velocity signals and the k-plane clustering of the vector part of the resulting representation. Two example cases, one with a single and one with tw...
IIR Filter Design Using Immune Algorithm Kalınlı, Adem; Karaboğa, Derviş (2003-09-04) Over the recent years, several studies have been carried out by the researchers to describe a general, flexible and powerful design method based on modern heuristic optimisation algorithms for infinite impulse response (IIR) digital filters since these algorithms have the ability of finding global optimal solution in a nonlinear search space. One of the modern heuristic algorithms is the artificial immune algorithm which implements a learning technique inspired by human immune system. However, the immune sy...
Implementation of the Sampling Importance Resampling Particle Filter Algorithm in Graphics Processing Unit Dülger, Özcan; Oğuztüzün, Mehmet Halit S.; Demirekler, Mübeccel (2015-05-19) When the particle filter has too many particles, the computational cost increases and the sequential algorithms become inefficient in terms of the execution time. Recent developments in the graphics processing unit technology offer promising solutions for the speedup of the particle filter. In this study, Sampling Importance Resampling (SIR) particle filter method is implemented on the graphics processing unit. The speedup results are compared with results of the sequential and parallel implementations of t...
Adaptive Kalman filter with multiple fading factors for UAV state estimation Hajiyev, Chingiz; Söken, Halil Ersin (2009-12-01) In general case, as an algorithm for estimating the parameters of a linear system, Kalman filter can be utilized without any problem. However, when there is a malfunction in the estimation system, the filter fails and the outputs become inaccurate. In this paper, an Adaptive Kalman Filter with multiple fading factors based gain correction for the case of malfunctions in the estimation system is presented. By the use of an adaptive matrix constituted of multiple fading factors, faulty measurements are taken ...

Citation Formats

Y. Zhao, F. Yin, F. Gunnarsson, M. Amirijoo, E. Özkan, and F. Gustafsson, “Online EM algorithm for jump Markov systems,” presented at the 15th International Conference on Information Fusion, (2012), Singapore, 2012, Accessed: 00, 2021. [Online]. Available: http://ieeexplore.ieee.org/lpdocs/epic03/wrapper.htm?arnumber=5712016.