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Multimodal nonlinear filtering using Gauss-Hermite Quadrature
Published on Nov 30, 20112874 Views
In many filtering problems the exact posterior state distribution is not tractable and is therefore approximated using simpler parametric forms, such as single Gaussian distributions. In nonlinear fil
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Multimodal nonlinear filtering using Gauss-Hermite Quadrature00:00
The filtering problem00:13
Filtering with nonlinear likelihood00:42
Approximate representations of the posterior - 102:21
Approximate representations of the posterior - 203:16
Approximate representations of the posterior - 304:12
Approximate representations of the posterior - 404:23
Approximate representations of the posterior - 504:52
Variational mixture filter05:00
Optimizing the mixture representation - 106:26
Optimizing the mixture representation - 207:17
Gauss-Hermite Quadrature - 107:26
Gauss-Hermite Quadrature - 208:00
Gauss-Hermite Quadrature - 309:20
Gauss-Hermite Quadrature - 410:15
Qualitative Results: 1D11:01
Quantitative evaluation of approximation quality12:26
Evaluation in the context of active learning - 114:24
Evaluation in the context of active learning - 216:14
Conclusions17:18