图 书 馆
基于解析矩的高斯过程滤波Analytic Moment-Based Gaussian Process Filtering |
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| 课程网址: | http://videolectures.net/icml09_diesenroth_ambg/ |
| 主讲教师: | Marc Peter Deisenroth |
| 开课单位: | 帝国理工学院 |
| 开课时间: | 2009-08-26 |
| 课程语种: | 英语 |
| 中文简介: |  |
| 课程简介: | We propose an analytic moment-based filter for nonlinear stochastic dynamical systems modeled by Gaussian processes. Exact expressions for the expected value and the covariance matrix are provided for both the prediction and the filter step, where an additional Gaussian assumption is exploited in the latter case. The new filter does not require further approximations. In particular, it avoids sample approximations. We compare the filter to a variety of available Gaussian filters, such as the EKF, the UKF, and the GP-UKF recently proposed by Ko et al. (2007). |
| 关 键 词: | 解析矩; 滤波器; 非线性随机动力系统 |
| 课程来源: | 视频讲座网 |
| 最后编审: | 2019-04-21：lxf |
| 阅读次数: | 119 |