Density morphing and mode propagation for Bayesian filtering
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United States of America Patent
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Apr 28, 2009
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Feb 17, 2005
app pub date -
Jul 22, 2004
filing date -
Jul 25, 2003
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Abstract
A system and method for modeling a dynamic system using Bayesian filtering, includes a prediction module to predict a state model of the dynamic system, the prediction module generates a prediction density having at least one mode, the state model includes a conditional density function including at least one kernel. Approximating module approximates a measurement probability from a sample set through at least one kernel and an update module updates the conditional density function using the measurement probability and the prediction density. A mode finding and mixture reduction module reduces the number of kernels in the conditional density function.
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