eprintid: 10083728
rev_number: 24
eprint_status: archive
userid: 608
dir: disk0/10/08/37/28
datestamp: 2020-05-20 12:03:50
lastmod: 2021-11-23 23:43:18
status_changed: 2020-05-20 12:03:50
type: proceedings_section
metadata_visibility: show
creators_name: Kamthe, S
creators_name: Peters, J
creators_name: Deisenroth, MP
title: Multi-modal filtering for non-linear estimation
ispublished: pub
divisions: UCL
divisions: B04
divisions: C05
divisions: F48
keywords: Science & Technology, Technology, Acoustics, Engineering, Electrical & Electronic, Engineering, State estimation, Non-linear dynamical systems, Non-Gaussian filtering, Gaussian sum
note: This version is the author accepted manuscript. For information on re-use, please refer to the publisher’s terms and conditions.
abstract: Multi-modal densities appear frequently in time series and practical applications. However, they are not well represented by common state estimators, such as the Extended Kalman Filter and the Unscented Kalman Filter, which additionally suffer from the fact that uncertainty is often not captured sufficiently well. This can result in incoherent and divergent tracking performance. In this paper, we address these issues by devising a non-linear filtering algorithm where densities are represented by Gaussian mixture models, whose parameters are estimated in closed form. The resulting method exhibits a superior performance on nonlinear benchmarks.
date: 2014-07-14
date_type: published
publisher: IEEE
official_url: https://doi.org/10.1109/ICASSP.2014.6855154
oa_status: green
full_text_type: other
language: eng
primo: open
primo_central: open_green
verified: verified_manual
elements_id: 1705330
doi: 10.1109/ICASSP.2014.6855154
publication_declined: 2020-08-13T22:37:23BST
lyricists_name: Deisenroth, Marc
lyricists_id: MDEIS71
actors_name: Deisenroth, Marc
actors_id: MDEIS71
actors_role: owner
full_text_status: public
publication: 2014 IEEE INTERNATIONAL CONFERENCE ON ACOUSTICS, SPEECH AND SIGNAL PROCESSING (ICASSP)
place_of_pub: Florence, Italy
pagerange: 7979-7983
pages: 5
event_title: 2014 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP)
event_location: Florence, ITALY
issn: 1520-6149
book_title: 2014 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP)
citation:        Kamthe, S;    Peters, J;    Deisenroth, MP;      (2014)    Multi-modal filtering for non-linear estimation.                     In:  2014 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP).  (pp. pp. 7979-7983).  IEEE: Florence, Italy.       Green open access   
 
document_url: https://discovery.ucl.ac.uk/id/eprint/10083728/1/1401.0077v1.pdf