Randomized Unscented Transform in State Estimation of non-Gaussian Systems: Algorithms and Performance
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F49777513%3A23520%2F12%3A43915277" target="_blank" >RIV/49777513:23520/12:43915277 - isvavai.cz</a>
Result on the web
<a href="http://ieeexplore.ieee.org/xpls/abs_all.jsp?arnumber=6290546" target="_blank" >http://ieeexplore.ieee.org/xpls/abs_all.jsp?arnumber=6290546</a>
DOI - Digital Object Identifier
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Alternative languages
Result language
angličtina
Original language name
Randomized Unscented Transform in State Estimation of non-Gaussian Systems: Algorithms and Performance
Original language description
The paper deals with state estimation of nonlinear non-Gaussian systems with a special focus on the Gaussian sum filters. To achieve a higher estimate quality, state and measurement predictive moments appearing in the filters are computed by the randomized unscented transform, which provides asymptotically exact estimates of the moments. The use of the Gaussian sum filter employing the randomized unscented transform is introduced and the proposed algorithm is illustrated in a numerical example. The analysis of the numerical example involves a comparison of several filters using a number of performance metrics both absolute and relative, assessing the point estimate quality, the estimate error quality, and the density estimate quality.
Czech name
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Czech description
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Classification
Type
D - Article in proceedings
CEP classification
BC - Theory and management systems
OECD FORD branch
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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)<br>S - Specificky vyzkum na vysokych skolach
Others
Publication year
2012
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Article name in the collection
Proceedings of the 2012 15th International Conference on Information Fusion
ISBN
978-0-9824438-5-9
ISSN
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e-ISSN
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Number of pages
8
Pages from-to
2004-2011
Publisher name
IEEE
Place of publication
Piscataway
Event location
Singapore
Event date
Jul 9, 2012
Type of event by nationality
WRD - Celosvětová akce
UT code for WoS article
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