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2008
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GP-BayesFilters: Bayesian filtering using Gaussian process prediction and observation models

10 years 3 months ago
GP-BayesFilters: Bayesian filtering using Gaussian process prediction and observation models
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.
Jonathan Ko, Dieter Fox
Added 31 May 2010
Updated 31 May 2010
Type Conference
Year 2008
Where IROS
Authors Jonathan Ko, Dieter Fox
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