Numerical approach to continuous-discrete filter design for nonlinear stochastic systems

Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F49777513%3A23520%2F03%3A00000017" target="_blank" >RIV/49777513:23520/03:00000017 - 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
Numerical approach to continuous-discrete filter design for nonlinear stochastic systems
Original language description
The paper deals with filter design for nonlinear continuous stochastic systems with discrete time measurements. The stress is laid on the filters generating conditional probability density functions of the state. The general recursive solution of the state estimation problem for the continuous-discrete time stochastic systems is given by the Fokker-Planck equation and by the Bayesian rule. Nevertheless only aproximate solution of the relations for considered systems are known. The aim of the paper is to apply a new usable numerical scheme for the solution of Fokker-Planck equation.
Czech name
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Czech description
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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
2003
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Article name in the collection
Proceedings of International Carpathian Control Conference
ISBN
80-7099-509-2
ISSN
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e-ISSN
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Number of pages
4
Pages from-to
582-585
Publisher name
Technical University
Place of publication
Košice
Event location
Tatranská Lomnica
Event date
May 26, 2003
Type of event by nationality
EUR - Evropská akce
UT code for WoS article
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