An Ef?cient Constrained Gaussian Particle Filter

Result code in IS VaVaI

<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F49777513%3A23520%2F11%3A43898216" target="_blank" >RIV/49777513:23520/11:43898216 - isvavai.cz</a>

Result on the web

<a href="http://dx.doi.org/10.3182/20110828-6-IT-1002.01833" target="_blank" >http://dx.doi.org/10.3182/20110828-6-IT-1002.01833</a>

DOI - Digital Object Identifier

<a href="http://dx.doi.org/10.3182/20110828-6-IT-1002.01833" target="_blank" >10.3182/20110828-6-IT-1002.01833</a>

Result language

angličtina

Original language name

An Ef?cient Constrained Gaussian Particle Filter

Original language description

The paper deals with a state estimation of nonlinear stochastic dynamic systems subject to a nonlinear inequality constraint. A special focus is paid to particle filters, which provide an estimate of the whole probability density as opposed to the localfilters, such as the extended Kalman filter or the unscented Kalman filter, which provide a point estimate only. Within the particle filtering framework, there are several approaches to the constrained state estimation, mostly based on discarding samplesviolating the constraint with a possible increase of their number to improve the estimate quality. The paper aims at proposing a modi?cation to an importance function of the particle filter in order to increase ef?ciency of sampling while keeping the computational complexity low. The proposed modi?cation is utilized within the Gaussian particle filter which is advantageous for its low computational complexity. Complexity and estimation quality of the proposed constrained Gaussian partic

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

<a href="/en/project/GAP103%2F11%2F1353" target="_blank" >GAP103/11/1353: State Estimation of Dynamic Stochastic Systems</a><br>

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

Name of the periodical

IFAC Proceedings Volumes (IFAC-PapersOnline)

ISSN

1474-6670

e-ISSN

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Volume of the periodical

18

Issue of the periodical within the volume

1

Country of publishing house

IT - ITALY

Number of pages

6

Pages from-to

11973-11978

UT code for WoS article

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EID of the result in the Scopus database

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