An energy-based deep splitting method for the nonlinear filtering problem
CC BY
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| Định dạng: | Sách |
| Ngôn ngữ: | English |
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Springer
2023
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| Truy cập trực tuyến: | https://link.springer.com/article/10.1007/s42985-023-00231-5 https://dlib.phenikaa-uni.edu.vn/handle/PNK/7603 |
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oai:localhost:PNK-76032023-04-06T01:56:30Z An energy-based deep splitting method for the nonlinear filtering problem Kasper, Bågmark Adam, Andersson Stig, Larsson Zakai equatio energy-based deep splitting method CC BY The purpose of this paper is to explore the use of deep learning for the solution of the nonlinear filtering problem. This is achieved by solving the Zakai equation by a deep splitting method, previously developed for approximate solution of (stochastic) partial differential equations. This is combined with an energy-based model for the approximation of functions by a deep neural network. This results in a computationally fast filter that takes observations as input and that does not require re-training when new observations are received. The method is tested on four examples, two linear in one and twenty dimensions and two nonlinear in one dimension. The method shows promising performance when benchmarked against the Kalman filter and the bootstrap particle filter. 2023-04-06T01:56:30Z 2023-04-06T01:56:30Z 2023 Book https://link.springer.com/article/10.1007/s42985-023-00231-5 https://dlib.phenikaa-uni.edu.vn/handle/PNK/7603 en application/pdf Springer |
| institution |
Digital Phenikaa |
| collection |
Digital Phenikaa |
| language |
English |
| topic |
Zakai equatio energy-based deep splitting method |
| spellingShingle |
Zakai equatio energy-based deep splitting method Kasper, Bågmark Adam, Andersson Stig, Larsson An energy-based deep splitting method for the nonlinear filtering problem |
| description |
CC BY |
| format |
Book |
| author |
Kasper, Bågmark Adam, Andersson Stig, Larsson |
| author_facet |
Kasper, Bågmark Adam, Andersson Stig, Larsson |
| author_sort |
Kasper, Bågmark |
| title |
An energy-based deep splitting method for the nonlinear filtering problem |
| title_short |
An energy-based deep splitting method for the nonlinear filtering problem |
| title_full |
An energy-based deep splitting method for the nonlinear filtering problem |
| title_fullStr |
An energy-based deep splitting method for the nonlinear filtering problem |
| title_full_unstemmed |
An energy-based deep splitting method for the nonlinear filtering problem |
| title_sort |
energy-based deep splitting method for the nonlinear filtering problem |
| publisher |
Springer |
| publishDate |
2023 |
| url |
https://link.springer.com/article/10.1007/s42985-023-00231-5 https://dlib.phenikaa-uni.edu.vn/handle/PNK/7603 |
| _version_ |
1762456091040415744 |
| score |
8.891145 |