Sampling density design for particle filters

Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F49777513%3A23520%2F03%3A00000019" target="_blank" >RIV/49777513:23520/03:00000019 - 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
Sampling density design for particle filters
Original language description
Particle filters for state estimation of discrete time dynamic stochastic systems are treated. The stress is laid on design of sampling pdf which is significant for quality of the particle filters. A new functional sampling density design based on uti lization of transient and measurement pdf's is proposed. The functional approach compares two pdf's of a reference variable which are obtained by transformation of the transient and measurement pdf's, using Kullback J-divergence. The functional ap proach to sampling density function synthesis using transient and measurement density functions can be understood as improvement of the sampling density design of the auxiliary particle filter which uses only point estimate of the transient pdf. The higher quality of the functional particle filter with respect to the bootstrap and auxiliary particle filter is illustrated in a numerical example.
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

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