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arXiv 1606.02205eess.SYcs.ROcs.SY
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将高斯分布约束应用于高斯分布变量

Applying Gaussian distributed constraints to Gaussian distributed variables

Australian Centre for Field Robotics, The University of Sydney, NSW, Australia(澳大利亚机器人场实验室,悉尼大学,新南威尔士州,澳大利亚)

Andrew W. Palmer, Andrew J. Hill, Steven J. Scheding

AI总结:

本文提出一种分析方法,用于截断由高斯分布描述的不等式约束高斯分布变量,通过基于矩的高斯近似改进了截断分布,应用于不确定约束的卡尔曼滤波问题,仿真显示效果优于无约束和硬约束卡尔曼滤波。

摘要:

本文开发了一种分析方法,用于截断由高斯分布描述的不等式约束高斯分布变量。现有截断方法要么假设硬约束,要么使用数值方法处理不确定约束。所提出的方法引入基于矩的高斯近似来近似截断分布。该方法可应用于众多问题,动机问题为具有不确定约束的卡尔曼滤波。在仿真示例中,所开发的方法在性能上优于无约束卡尔曼滤波超过40%,优于硬约束卡尔曼滤波超过17%。

英文摘要:

This paper develops an analytical method of truncating inequality constrained Gaussian distributed variables where the constraints are themselves described by Gaussian distributions. Existing truncation methods either assume hard constraints, or use numerical methods to handle uncertain constraints. The proposed approach introduces moment-based Gaussian approximations of the truncated distribution. This method can be applied to numerous problems, with the motivating problem being Kalman filtering with uncertain constraints. In a simulation example, the developed method is shown to outperform unconstrained Kalman filtering by over 40% and hard-constrained Kalman filtering by over 17%.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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