The Development of a Randomised Unscented Kalman Filter

Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F49777513%3A23520%2F11%3A43898208" target="_blank" >RIV/49777513:23520/11:43898208 - isvavai.cz</a>
Result on the web
<a href="http://dx.doi.org/10.3182/20110828-6-IT-1002.01828" target="_blank" >http://dx.doi.org/10.3182/20110828-6-IT-1002.01828</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.3182/20110828-6-IT-1002.01828" target="_blank" >10.3182/20110828-6-IT-1002.01828</a>

Result language
angličtina
Original language name
The Development of a Randomised Unscented Kalman Filter
Original language description
The paper deals with state estimation of nonlinear stochastic dynamic systems. Traditional filters providing local estimates of the states, such as the extended Kalman filter, unscented Kalman filter or the cubature Kalman filter, are based on approximations which lead to biased estimates of the state and measurement statistics. The aim of the paper is to propose a new local filter that utilises a randomised unscented transformation which is a special case of stochastic integration rules providing an unbiased estimate of an integral. The new filter provides estimates of higher quality than the traditional filters and renders a randomised version of the unscented Kalman filter. The proposed filter is illustrated in a numerical example.
Czech name
—
Czech description
—

Type
J<sub>x</sub> - Unclassified - Peer-reviewed scientific article (Jimp, Jsc and Jost)
CEP classification
BC - Theory and management systems
OECD FORD branch
—

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)<br>S - Specificky vyzkum na vysokych skolach

Publication year
2011
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Similar results(10)