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SUMMARY:Performance and Implementation Aspects of Nonlinear Filtering - Dr
  Gustav Hendeby\, Linkoping University\, Sweden
DTSTART:20080919T131500Z
DTEND:20080919T141500Z
UID:TALK13505@talks.cam.ac.uk
CONTACT:Rachel Fogg
DESCRIPTION:The number of different methods available for filtering is vas
 t.\nWhich one of all available methods to use depends on several factors:\
 nthe problem at hand\, the type and quality of the estimates needed\, the 
 resources available\, etc.  In this talk different aspects of this design 
 choice is discussed\, based on the result in my recent Ph.D.\nthesis "Perf
 ormance and Implementation Aspects of Nonlinear Filtering".  The results r
 ange from theoretical performance analysis and method comparisons to how t
 o implement a parallel particle filter on a graphics card.\n\nThe main foc
 us of the talk be on filter performance in terms of the root mean square e
 rror (RMSE) of the obtained the estimate.  The RMSE is bounded from below 
 by the Cramér-Rao lower bound (CRLB)\, which depends on both the model st
 ructure and the noise assumptions made.\nIt will be shown how the CRLB dep
 ends on the intrinsic accuracy (IA) of the involved noise\, where IA is a 
 property of noise distributions quantifying information content.  One of t
 he results is that Gaussian noise constitutes a worst case assumption usin
 g this performance measure.\n\n
LOCATION:LR12\, Engineering\, Department of
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