2009
DOI: 10.1007/s10514-009-9119-x
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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. Key components of each Bayes filter are probabilistic prediction and observation models. This paper shows how non-parametric Gaussian process (GP) regression can be used for learning such models from training data. We also show how Gaussian process models can be integrated into different versions of Bayes filters, namely particle filters and extended and unscented Kalman filters. The resulting GP-BayesFilters … Show more

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Cited by 277 publications
(178 citation statements)
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“…Each conditional distribution over a target variable is Gaussian, which favours their application in the context of recursive Bayes Filters. Ko and Fox (2009) use GPs for Bayesian filtering (GPBayes Filter), emphasising that in this way parametric prediction and parametric observation models can be avoided. For the prediction of a robot's state transition, the authors define a Gaussian Process taking as input previous state and control sequences of the robot.…”
Section: Related Workmentioning
confidence: 99%
“…Each conditional distribution over a target variable is Gaussian, which favours their application in the context of recursive Bayes Filters. Ko and Fox (2009) use GPs for Bayesian filtering (GPBayes Filter), emphasising that in this way parametric prediction and parametric observation models can be avoided. For the prediction of a robot's state transition, the authors define a Gaussian Process taking as input previous state and control sequences of the robot.…”
Section: Related Workmentioning
confidence: 99%
“…A good introduction into GPs can be found in [17]. In robotics, GPs have been used for terrain modeling [20], for occupancy mapping [16], for estimating gas distributions [19], learning motion and observation models [12] and several other problems. In some parts, the approach of Vasudevan et al [20] is similar to our method.…”
Section: Related Workmentioning
confidence: 99%
“…Within this framework, it is possible to have efficient filtering using a gaussian distribution over a space of gaussian probability laws, allowing to handle directly continuous variables. In [31], the authors show how to do efficient state estimation with a batch learned gaussian process. In [32], they extend this framework to learn gaussian processes with hidden variables that allow to filter sensor noise very efficiently.…”
Section: Learning Probabilistic Models Of a Dynamic Systemmentioning
confidence: 99%