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Thursday 05 November 2009, 14:00-15:30
Filtering of Noisy Time-Series Data
- 👤 Speaker: Henrik Ohlsson, Marc Deisenroth, Hugo Vincent
- 📅 Date & Time: Thursday 05 November 2009, 14:00 - 15:30
- 📍 Venue: Engineering Department, CBL Room 438
Questions? Contact
Shakir Mohamed
Abstract
The aim of this talk is to provide some intuition and the basic theory of some of the most common filtering methods used in signal processing. We provide illustrative examples and run some live demos.
The Kalman filter, pp. 19-24, in http://www.cs.unc.edu/tracker/media/pdf/SIGGRAPH2001_CoursePack_08.pdf
The UKF http://www.cs.unc.edu/welch/kalman/media/pdf/Julier1997_SPIE_KF.pdf
The PHD filter http://www.ee.cuhk.edu.hk/~wkma/publications/gmphd_2col.pdf
Series This talk is part of the Machine Learning Reading Group @ CUED series.
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