Nonlinear filters for continuous-time processes

Result code in IS VaVaI

<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F49777513%3A23520%2F02%3A00072141" target="_blank" >RIV/49777513:23520/02:00072141 - isvavai.cz</a>

Result on the web

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DOI - Digital Object Identifier

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Result language

angličtina

Original language name

Nonlinear filters for continuous-time processes

Original language description

The goal of the paper is to present some possibilities of designing recursive nonlinear filters for the continuous-discrete time system representation. The designed filters for these systems allow to estimate the state continuously at all time instants.The Gaussian sum filter is derived for the continuous-discrete system representation. The basic idea of the Gaussian sum filter for discrete filtering problem is applied to the continuous-discrete systems. The Daum filter is presented as the exact finite-nonlinear filter. The filter is based on special exponential pdfs. Filter design and behavior of nonlinear filters are illustrated in examples.

Czech name

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Czech description

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Type

D - Article in proceedings

CEP classification

BC - Theory and management systems

OECD FORD branch

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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)

Publication year

2002

Confidentiality

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

Article name in the collection

Nonlinear filters for continuous-time processes

ISBN

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ISSN

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e-ISSN

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Number of pages

1

Pages from-to

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Publisher name

Neuveden

Place of publication

Neuveden

Event location

Neuveden

Event date

Jan 1, 2002

Type of event by nationality

CST - Celostátní akce

UT code for WoS article

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