Application of the particle filters for identification of the non-Gaussian systems

Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216305%3A26220%2F15%3APU114705" target="_blank" >RIV/00216305:26220/15:PU114705 - isvavai.cz</a>
Result on the web
<a href="https://ieeexplore.ieee.org/document/7145089" target="_blank" >https://ieeexplore.ieee.org/document/7145089</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.1109/CarpathianCC.2015.7145089" target="_blank" >10.1109/CarpathianCC.2015.7145089</a>

Result language
angličtina
Original language name
Application of the particle filters for identification of the non-Gaussian systems
Original language description
This paper focuses on application of a particle filter for online identification of non-Gaussian systems. Firstly, the Bayesian inference was described and then the particle filter was defined. The particle filter numerically solves a problem of a recursive Bayesian state estimator. Secondly, the parameters of the linear system and two types of the non-Gaussian systems were estimated by application of the particle filter. The first system was classical linear system. The second system was the linear system with a noise which had a different probability distribution than the Gaussian distribution and the last system was the system with nonlinearity. Thirdly, the parameters of the non-Gaussian systems were estimated with the gradient based method Leveberg-Marquardt. Finally, the results from the particle filter were compared with the results from the gradient based method Levenberg-Marquardt.
Czech name
—
Czech description
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Publication year
2015
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Article name in the collection
Proceedings of the 16th International Carpathian Control Conference (ICCC2015)
ISBN
978-1-4799-7369-9
ISSN
—
e-ISSN
—
Number of pages
4
Pages from-to
282-285
Publisher name
University of Miskolc, Hungary
Place of publication
Szilvásvárad
Event location
Szilvásvárad
Event date
May 27, 2015
Type of event by nationality
EUR - Evropská akce
UT code for WoS article
000380488000055

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