Abstract / truncated to 115 words (read the full abstract)

In this thesis a number of improvements have been established for specific methods which utilize sequential Monte Carlo (SMC), aka. Particle filtering (PF) techniques. The first problem is the Bayesian multi-target tracking (MTT) problem for which we propose the use of non-parametric Bayesian models that are based on time varying extension of Dirichlet process (DP) models. The second problem studied in this thesis is an important application area for the proposed DP based MTT method; the tracking of vocal tract resonance frequencies of the speech signals. Lastly, we investigate SMC based parameter estimation problem of nonlinear non-Gaussian state space models in which we provide a performance improvement for the path density based methods by utilizing ... toggle 4 keywords

particle filter dirichlet process parameter estimation target tracking

Information

Author
Ozkan, Emre
Institution
Middle East Technical University
Supervisor
Publication Year
2009
Upload Date
March 9, 2010

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