Aspects and Comparison of Matrix Decompositions in Unscented Kalman Filter
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F49777513%3A23520%2F13%3A43918723" target="_blank" >RIV/49777513:23520/13:43918723 - isvavai.cz</a>
Result on the web
<a href="http://ieeexplore.ieee.org/xpls/abs_all.jsp?arnumber=6580303" target="_blank" >http://ieeexplore.ieee.org/xpls/abs_all.jsp?arnumber=6580303</a>
DOI - Digital Object Identifier
—
Alternative languages
Result language
angličtina
Original language name
Aspects and Comparison of Matrix Decompositions in Unscented Kalman Filter
Original language description
The paper deals with state estimation of nonlinear Gaussian systems with a special focus on the unscented Kalman filter. Its algorithm is based on specification of a set of so-called sigma points which are generated according to the covariance matrix ofthe state decomposed into a product of a matrix and its transpose. The paper analyzes utilization of different matrix decompositions within the unscented transform, which is a core of the unscented Kalman filter. It is shown that different decompositionsmay lead to significant differences in quality of approximations provided by the transform. The influence of the decompositions on the filter is demonstrated in an example.
Czech name
—
Czech description
—
Classification
Type
D - Article in proceedings
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)<br>S - Specificky vyzkum na vysokych skolach
Others
Publication year
2013
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 2013 American Control Conference
ISBN
978-1-4799-0177-7
ISSN
0743-1619
e-ISSN
—
Number of pages
6
Pages from-to
3081-3086
Publisher name
AACC
Place of publication
Washington
Event location
Washington, USA
Event date
Jun 17, 2013
Type of event by nationality
WRD - Celosvětová akce
UT code for WoS article
—