New online EM algorithms for general hidden Markov models. Application to the SLAM problem

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Abstract

In this contribution, new online EM algorithms are proposed to perform inference in general hidden Markov models. These algorithms update the parameter at some deterministic times and use Sequential Monte Carlo methods to compute approximations of filtering distributions. Their convergence properties are addressed in [9] and [10]. In this paper, the performance of these algorithms are highlighted in the challenging framework of Simultaneous Localization and Mapping.

Original languageEnglish
Title of host publicationLatent Variable Analysis and Signal Separation - 10th International Conference, LVA/ICA 2012, Proceedings
Pages131-138
Number of pages8
DOIs
Publication statusPublished - 27 Feb 2012
Event10th International Conference on Latent Variable Analysis and Signal Separation, LVA/ICA 2012 - Tel Aviv, Israel
Duration: 12 Mar 201215 Mar 2012

Publication series

NameLecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)
Volume7191 LNCS
ISSN (Print)0302-9743
ISSN (Electronic)1611-3349

Conference

Conference10th International Conference on Latent Variable Analysis and Signal Separation, LVA/ICA 2012
Country/TerritoryIsrael
CityTel Aviv
Period12/03/1215/03/12

Keywords

  • Hidden Markov models
  • Online Expectation-Maximization
  • SLAM
  • Statistical inference

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