Derivative-Free Estimation Methods: New Results and Performance Analysis
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F49777513%3A23520%2F09%3A00501611" target="_blank" >RIV/49777513:23520/09:00501611 - isvavai.cz</a>
Result on the web
—
DOI - Digital Object Identifier
—
Alternative languages
Result language
angličtina
Original language name
Derivative-Free Estimation Methods: New Results and Performance Analysis
Original language description
The derivative-free nonlinear estimation methods exploiting the Stirling's interpolation and the unscented transformation for discrete-time nonlinear stochastic systems are treated. The divided difference and unscented filters, smoothers, and predictorsbased on the methods are introduced in the unified framework. The new relations among the first order Stirling's interpolation, the second order Stirling's interpolation, and the unscented transformation are derived and their impact on the covariance matrices of the state estimates of the corresponding filters is analysed. The theoretical results are illustrated and used for the explanation of the unexpected behaviour of the sigma point Gaussian sum filters given as a mixture of the derivative-free filters.
Czech name
—
Czech description
—
Classification
Type
J<sub>x</sub> - Unclassified - Peer-reviewed scientific article (Jimp, Jsc and Jost)
CEP classification
BC - Theory and management systems
OECD FORD branch
—
Result continuities
Project
Result was created during the realization of more than one project. More information in the Projects tab.
Continuities
P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)
Others
Publication year
2009
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Name of the periodical
Automatica
ISSN
0005-1098
e-ISSN
—
Volume of the periodical
45
Issue of the periodical within the volume
7
Country of publishing house
NL - THE KINGDOM OF THE NETHERLANDS
Number of pages
9
Pages from-to
—
UT code for WoS article
000268415900020
EID of the result in the Scopus database
—