Syed Hamid Nawab. / Originally published as thesis (Dept. of Electrical Engineering and Computer Science, Ph.D., 1982). / Bibliography: p. 90-91. / Supported in part by the Advanced Research Projects Agency monitored by ONR under Contract N00014-81-K-0742 NR 049-506 Supported in part by the National Science Foundation under Grant ECS80-07102

Naveed Akhtar Malik. / Originally published as thesis (Dept. of Electrical Engineering and Computer Science, Sc.D., 1981). / Bibliography: p. 115-117.

Thomas F. Quatieri, Jr. / Originally published as thesis (Dept. of Electrical Engineering and Computer Science, Sc.D., 1979). / Bibliography: p. 133-135. / Supported in part by the Advanced Research Projects Agency (monitored by ONR) under Contract N00014-75-C-0951 NR 409-328

Also issued as a Sc.D. thesis in the Dept. of Electrical Engineering, 1969. / Bibliography: p.105.

Steven I. Marcus, Sanjoy K. Mitter, Daniel Ocone. / Bibliography: p. 19-20. / Caption title. "October 2, 1978." / Supported in part by the DoD Joint Services Electronics Program through the Air Force Office of Scientific Research (AFSC) Contract F49620-77-C-0101 Air Force Office of Scientific Research Contract AFOSR 77-3281 National Science Foundation Grant ENG 76-11106

by Pooi Yen Kam and Alan S. Willsky. / Bibliography: leaves 34-35. / "February 21, 1979." / Partial support from NSF under Grant GK-41647 AFOSR Grant 77-3281

Thesis (Ph. D.)--University of Washington, 2006. / Vita. Includes bibliographical references (p. 130-133).

Ph.D. / Electrical and Computer Engineering / Probabilistic inference is the problem of estimating the hidden variables (states or parameters) of a system in an optimal and consistent fashion as a set of noisy or incomplete observations of the system becomes available online. The optimal solution to this problem is given by the recursive Bayesian estimation algorithm which recursively updates the posterior density of the system state as new observations arrive. This posterior density constitutes the complete solution to the probabilistic inference problem, and allows us to calculate any "optimal" estimate of the state. Unfortunately, for most real-world problems, the optimal Bayesian recursion is intractable and approximate solutions must be used. Within the space of approximate solutions, the extended Kalman filter (EKF) has become one of the most widely used algorithms with applications in state, parameter and dual estimation. Unfortunately, the EKF is based on a sub-optimal implementation of the recursive Bayesian estimation framework applied to Gaussian random variables. This can seriously affect the accuracy or even lead to divergence of any inference system that is based on the EKF or that uses the EKF as a component part. Recently a number of related novel, more accurate and theoretically better motivated algorithmic alternatives to the EKF have surfaced in the literature, with specific application to state estimation for automatic control. We have extended these algorithms, all based on derivativeless deterministic sampling based approximations of the relevant Gaussian statistics, to a family of algorithms called Sigma-Point Kalman Filters (SPKF). Furthermore, we successfully expanded the use of this group of algorithms (SPKFs) within the general field of probabilistic inference and machine learning, both as stand-alone filters and as subcomponents of more powerful sequential Monte Carlo methods (particle filters). We have consistently shown that there are large performance benefits to be gained by applying Sigma-Point Kalman filters to areas where EKFs have been used as the de facto standard in the past, as well as in new areas where the use of the EKF is impossible.

Thesis (Ph. D.)--University of California, San Diego, 2004. / Vita. Includes bibliographical references (leaves 189-190).

Thesis (M.S.)--Mississippi State University. Department of Electrical and Computer Engineering. / Title from title screen. Includes bibliographical references.