OPTIMAL FILTERING

By DONALD SMITH

MIXTURE OF GAUSSIANS MIXTURE OF PROBABILISTIC PCA SELF-ORGANIZING MAPS GENERATIVE TOPOGRAPHIC MAPPING REFERENCES EXERCISES STATE ESTIMATION IN PRACTICE SYSTEM IDENTIFICATION STRUCTURING EXPERIMENT DESIGN PARAMETER ESTIMATION EVALUATION AND MODEL SELECTION IDENTIFICATION OF LINEAR SYSTEMS WITH A RANDOM INPUT OBSERVABILITY, CONTROLLABILITY AND STABILITY OBSERVABILITY CONTROLLABILITY DYNAMIC STABILITY AND STEADY STATE SOLUTIONS COMPUTATIONAL ISSUES THE LINEAR-GAUSSIAN MMSE FORM SEQUENTIAL PROCESSING OF THE MEASUREMENTS THE INFORMATION FILTER SQUARE ROOT FILTERING COMPARISON CONSISTENCY CHECKS ORTHOGONALITY PROPERTIES NORMALIZED ERRORS FUDGING EXTENSIONS OF THE KALMAN FILTER AUTOCORRELATED NOISE CROSS-CORRELATED NOISE SMOOTHING WORKED OUT EXAMPLES BOSTON HOUSING CLASSIFICATION PROBLEM DATA SET DESCRIPTION SIMPLE CLASSIFICATION METHODS FEATURE EXTRACTION FEATURE SELECTION COMPLEX CLASSIFIERS CONCLUSIONS TIME-OF-FLIGHT ESTIMATION OF AN ACOUSTIC TONE BURST MODELS OF THE OBSERVED WAVEFORM HEURISTIC METHODS FOR DETERMINING THE TOF CURVE FITTING MATCHED FILTERING ML ESTIMATION USING COVARIANCE MODELS FOR THE REFLECTIONS OPTIMIZATION AND EVALUATION ONLINE LEVEL ESTIMATION IN AN HYDRAULIC SYSTEM LINEARIZED KALMAN FILTERING EXTENDED KALMAN FILTERING PARTICLE FILTERING DISCUSSION