Use of Uninformative Priors to Initialize State Estimation for Dynamical Systems

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WorthyJ-8900.pdf (3.58 MB)
Author(s)
Worthy, Johnny L., III
Advisor(s)
Holzinger, Marcus J.
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Daniel Guggenheim School of Aerospace Engineering
The Daniel Guggenheim School of Aeronautics was established in 1931, with a name change in 1962 to the School of Aerospace Engineering
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https://hdl.handle.net/1853/73536
Abstract
The admissible region must be expressed probabilistically in order to be used in Bayesian estimation schemes. When treated as a probability density function (PDF), a uniform admissible region can be shown to have non uniform probability density after a transformation. This paper uses the fundamental multivariate probability transformation theorem to show that regardless of which state space an admissible region is expressed in, the probability density must remain uniform. The admissible region is shown to be a special case of the Jeffreys’ prior, an uninformative prior with a probability density that remains constant under reparameterization. This paper introduces requirements on how these uninformative priors may be transformed and used for state estimation.
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2015-12-01
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Masters Project
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