Setting sample size in particle filters using chamer-rao bound
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F49777513%3A23520%2F01%3A00064609" target="_blank" >RIV/49777513:23520/01:00064609 - isvavai.cz</a>
Result on the web
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DOI - Digital Object Identifier
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Alternative languages
Result language
angličtina
Original language name
Setting sample size in particle filters using chamer-rao bound
Original language description
Particle filter solution of state estimation for stochastic nonlinear system is addressed. Aspects of particle filter are discussed and attention is devoted namely to crucial parameter of the filter -- sample size. The way of determination of sufficientsample size in particle filter is proposed. The mean square error matrices of particle filter state estimates are compared for different sample sizes and the computational demands of the filter are discussed as well. To assist in setting sample size andfor filter quality evaluation, the Cramér Rao bound is used. The designed procedure is illustrated by a numerical example.
Czech name
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Czech description
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Classification
Type
D - Article in proceedings
CEP classification
BC - Theory and management systems
OECD FORD branch
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Result continuities
Project
<a href="/en/project/GA102%2F01%2F0021" target="_blank" >GA102/01/0021: Nonlinear estimation and change detection for stochastic systems</a><br>
Continuities
Z - Vyzkumny zamer (s odkazem do CEZ)
Others
Publication year
2001
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Article name in the collection
Setting sample size in particle filters using chamer-rao bound
ISBN
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ISSN
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e-ISSN
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Number of pages
6
Pages from-to
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Publisher name
IFAC
Place of publication
Petrohrad
Event location
Petrohrad
Event date
Jan 1, 2001
Type of event by nationality
CST - Celostátní akce
UT code for WoS article
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