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Rao-Blackwellized Point Mass Filter for Reliable State Estimation

The result's identifiers

  • Result code in IS VaVaI

    <a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F49777513%3A23220%2F13%3A43918785" target="_blank" >RIV/49777513:23220/13:43918785 - isvavai.cz</a>

  • Result on the web

  • DOI - Digital Object Identifier

Alternative languages

  • Result language

    angličtina

  • Original language name

    Rao-Blackwellized Point Mass Filter for Reliable State Estimation

  • Original language description

    We present a Rao-Blackwellized point mass filter (RB-PMF) as a deterministic counterpart of the Rao-Blackwellized marginal particle filter (RB-MPF). The main advantage of the proposed filter is its deterministic nature that results in the same estimate for repeated runs over the same data. Moreover, the point mass approximation offers more reliable representation of the tails of the posterior distribution. This results in more reliable tracking of low probability events, which is demonstrated on a simulated example of sine wave tracking. Due to Rao-Blackwellization, the proposed filter is capable to estimate problems of higher dimensions than the original point mass filter. This is demonstrated on estimation of a demanding five dimensional problem.

  • Czech name

  • Czech description

Classification

  • Type

    O - Miscellaneous

  • CEP classification

    BC - Theory and management systems

  • OECD FORD branch

Result continuities

  • Project

    Result was created during the realization of more than one project. More information in the Projects tab.

  • Continuities

    P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)

Others

  • Publication year

    2013

  • Confidentiality

    S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů