Adaptive Particle Filter with Fixed Empirical Density Quality

Result code in IS VaVaI

RIV/49777513:23520/08:00502293 - isvavai.cz

Result on the web

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DOI - Digital Object Identifier

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Result language

angličtina

Original language name

Adaptive Particle Filter with Fixed Empirical Density Quality

Original language description

The paper deals with the particle filter in state estimation of a discrete-time nonlinear non-Gaussian system. The goal of the paper is to design a sample size adaptation technique to guarantee the quality of an empirical probability density function (pdf) which approximates a target filtering pdf. The quality is measured by inaccuracy (cross-information) between the empirical pdf and the filtering pdf. It is shown that for increasing sample size the inaccuracy converges to the Shannon differential entropy (SDE) of the filtering pdf. The proposed technique adapts the sample size to keep a difference between the inaccuracy and the SDE within pre-specified bounds with a pre-specified probability. The particle filter with the proposed sample size adaptation technique is illustrated in a numerical example.

Czech name

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Czech description

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Type

J_x - Unclassified - Peer-reviewed scientific article (Jimp, Jsc and Jost)

CEP classification

BC - Theory and management systems

OECD FORD branch

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Project

1M0572: Data, algorithms, decision making

Continuities

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

Publication year

2008

Confidentiality

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

Name of the periodical

IFAC Proceedings Volumes (IFAC-PapersOnline)

ISSN

1474-6670

e-ISSN

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Volume of the periodical

17

Issue of the periodical within the volume

1

Country of publishing house

KR - KOREA, REPUBLIC OF

Number of pages

1

Pages from-to

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UT code for WoS article

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EID of the result in the Scopus database

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