Abstract-Bayesian filtering is a general framework for recursively estimating the state of a dynamical system. The most common instantiations of Bayes filters are Kalman filters (extended and unscented) and particle filters. Key components of each Bayes filter are probabilistic prediction and observation models. Recently, Gaussian processes have been introduced as a non-parametric technique for learning such models from training data. In the context of unscented Kalman filters, these models have been shown to provide estimates that can be superior to those achieved with standard, parametric models. In this paper we show how Gaussian process models can be integrated into other Bayes filters, namely particle filters and extended Kalman filters. We provide a complexity analysis of these filters and evaluate the alternative techniques using data collected with an autonomous micro-blimp.
In REF , the system dynamics and observation models in extended and unscented Kalman filters and Particle Filters (PFs) are appropriately replaced by Gaussian Processes (GPs).
GP-BayesFilters: Bayesian filtering using Gaussian process prediction and observation models
2008 IEEE/RSJ International Conference on Intelligent Robots and Systems
2008 IEEE/RSJ International Conference on Intelligent Robots and Systems
Computer Science