New Methods in Theory &amp; Applications of Nonlinear Filtering

Papanicolaou, Andrew L.

New Methods in Theory & Applications of Nonlinear Filtering

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Year:: 2010
Contributor:: Papanicolaou, Andrew L (creator); Rozovsky, Boris (Director); Dafermos, Constantine (Reader); Karniadakis, George (Reader); Brown University. Applied Mathematics (sponsor)
Genre:: theses
Subject:: filtering; Hidden Markov models
Language:: English
Extent:: xvi, 120 p.
DOI: https://doi.org/10.7301/Z06M353P

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Abstract:: Hidden Markov models are used in countless signal processing problems, and the associated nonlinear filtering algorithms are used to obtain posterior distributions for the hidden states. One reason why posterior distributions are so important is because they are used to compute estimates which are optimal given a history of observed data. However, it is often the case that implementation of these algorithms is near impossible because of the curse-of-dimensionality which results from testing every possible hypothesis. This thesis explores new applications of nonlinear filtering and addresses several issues in algorithm implementation.
Notes:: Thesis (Ph.D. -- Brown University (2010)

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Rights: In Copyright
Restrictions on Use: Collection is open for research.

Citation

Papanicolaou, Andrew L., "New Methods in Theory & Applications of Nonlinear Filtering" (2010). Applied Mathematics Theses and Dissertations. Brown Digital Repository. Brown University Library. https://doi.org/10.7301/Z06M353P

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Applied Mathematics Theses and Dissertations

Theses and Dissertations for the Applied Mathematics department.
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