About: Generalized filtering

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Generalized filtering is a generic Bayesian filtering scheme for nonlinear state-space models. It is based on a variational principle of least action, formulated in generalized coordinates of motion. Note that "generalized coordinates of motion" are related to—but distinct from—generalized coordinates as used in (multibody) dynamical systems analysis. Generalized filtering furnishes posterior densities over hidden states (and parameters) generating observed data using a generalized gradient descent on variational free energy, under the Laplace assumption. Unlike classical (e.g. Kalman-Bucy or particle) filtering, generalized filtering eschews Markovian assumptions about random fluctuations. Furthermore, it operates online, assimilating data to approximate the posterior density over unknown

Attributes	Values
rdf:type	yago:WikicatLinearFilters yago:WikicatNonlinearFilters yago:Artifact100021939 yago:Device103183080 yago:Filter103339643 yago:Instrumentality103575240 yago:Object100002684 yago:PhysicalEntity100001930 yago:System104377057 yago:Whole100003553 yago:WikicatSystems
rdfs:label	Filtrado generalizado (es) Generalized filtering (en)
rdfs:comment	Generalized filtering is a generic Bayesian filtering scheme for nonlinear state-space models. It is based on a variational principle of least action, formulated in generalized coordinates of motion. Note that "generalized coordinates of motion" are related to—but distinct from—generalized coordinates as used in (multibody) dynamical systems analysis. Generalized filtering furnishes posterior densities over hidden states (and parameters) generating observed data using a generalized gradient descent on variational free energy, under the Laplace assumption. Unlike classical (e.g. Kalman-Bucy or particle) filtering, generalized filtering eschews Markovian assumptions about random fluctuations. Furthermore, it operates online, assimilating data to approximate the posterior density over unknown (en) El filtrado generalizado es un esquema de genérico para modelos de espacio de estado no lineales. Se basa en un principio variacional de mínima acción, formulado en coordenadas generalizadas. Tenga en cuenta que el concepto de "coordenadas generalizadas" como se usa aquí difiere del concepto de coordenadas generalizadas de movimiento como se usa en el análisis de sistemas dinámicos (multicuerpo). El filtrado generalizado proporciona densidades posteriores sobre estados ocultos (y parámetros) que generan datos observados utilizando un descenso de gradiente generalizado en energía libre variacional, bajo el . A diferencia del filtrado clásico (p. ej. Kalman-Bucy o de partículas), el filtrado generalizado evita las suposiciones markovianas sobre fluctuaciones aleatorias. Además, opera en (es)
dcterms:subject	Nonlinear filters Systems theory Control theory Signal estimation Linear filters Markov models Bayesian estimation Stochastic differential equations
Wikipage page ID	39756603 (xsd:integer)
Wikipage revision ID	1069927937 (xsd:integer)
Link from a Wikipage to another Wikipage	Principle of least action Particle filter Dynamic Bayesian network Entropy (information theory) Generalized coordinates Stochastic processes Fundamental lemma of calculus of variations Autocorrelation Nonlinear filters Systems theory Tuple Linear predictive coding Linearization Control theory Signal estimation Kalman filter Taylor's theorem Dynamic causal modelling Marginal likelihood Linear filters Markov models Laplace's method Bayesian estimation Kullback–Leibler divergence Newton's method in optimization Mathematical optimization Stochastic differential equations System identification Variational Bayesian methods Recursive Bayesian estimation
Link from a Wikipage to an external page	http://www.fil.ion.ucl.ac.uk/spm/software/ http://www.fil.ion.ucl.ac.uk/~karl/%23_Bayesian_and_Variational
sameAs	Generalized filtering Generalized filtering Generalized filtering Generalized filtering Generalized filtering
dbp:wikiPageUsesTemplate	dbt:Reflist
has abstract	El filtrado generalizado es un esquema de genérico para modelos de espacio de estado no lineales. Se basa en un principio variacional de mínima acción, formulado en coordenadas generalizadas. Tenga en cuenta que el concepto de "coordenadas generalizadas" como se usa aquí difiere del concepto de coordenadas generalizadas de movimiento como se usa en el análisis de sistemas dinámicos (multicuerpo). El filtrado generalizado proporciona densidades posteriores sobre estados ocultos (y parámetros) que generan datos observados utilizando un descenso de gradiente generalizado en energía libre variacional, bajo el . A diferencia del filtrado clásico (p. ej. Kalman-Bucy o de partículas), el filtrado generalizado evita las suposiciones markovianas sobre fluctuaciones aleatorias. Además, opera en línea, asimilando datos para aproximar la densidad posterior sobre cantidades desconocidas, sin la necesidad de pasos hacia atrás. Los casos especiales incluyen filtrado variacional, maximización dinámica de expectativas y codificación predictiva generalizada. (es) Generalized filtering is a generic Bayesian filtering scheme for nonlinear state-space models. It is based on a variational principle of least action, formulated in generalized coordinates of motion. Note that "generalized coordinates of motion" are related to—but distinct from—generalized coordinates as used in (multibody) dynamical systems analysis. Generalized filtering furnishes posterior densities over hidden states (and parameters) generating observed data using a generalized gradient descent on variational free energy, under the Laplace assumption. Unlike classical (e.g. Kalman-Bucy or particle) filtering, generalized filtering eschews Markovian assumptions about random fluctuations. Furthermore, it operates online, assimilating data to approximate the posterior density over unknown quantities, without the need for a backward pass. Special cases include variational filtering, dynamic expectation maximization and generalized predictive coding. (en)
gold:hypernym	Bayesian
prov:wasDerivedFrom	wikipedia-en:Generalized_filtering?oldid=1069927937&ns=0
page length (characters) of wiki page	18309 (xsd:nonNegativeInteger)
foaf:isPrimaryTopicOf	wikipedia-en:Generalized_filtering
is Link from a Wikipage to another Wikipage of	Particle filter Dynamic Bayesian network Dynamic causal modeling Andy Clark Linear predictive coding Kalman filter Karl J. Friston Free energy principle Mathematical optimization System identification Smoothing problem (stochastic processes) Variational Bayesian methods Outline of machine learning
is foaf:primaryTopic of	wikipedia-en:Generalized_filtering

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