Marginal marginalised particle filter

Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F49777513%3A23520%2F13%3A43919231" target="_blank" >RIV/49777513:23520/13:43919231 - isvavai.cz</a>
Result on the web
<a href="http://ieeexplore.ieee.org/xpls/abs_all.jsp?arnumber=6580304" target="_blank" >http://ieeexplore.ieee.org/xpls/abs_all.jsp?arnumber=6580304</a>
DOI - Digital Object Identifier
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Result language
angličtina
Original language name
Marginal marginalised particle filter
Original language description
This paper deals with filters that combine the analytical Kalman filtering and the Monte Carlo simulation based particle filtering. Since the particles are related to the state trajectories from the initial time up to the current time rather than to thestate at the last time only, these filters cannot be directly used in fusion of probability densities of the last state. Therefore, marginalisation of the outdated parts of the state trajectories is proposed in the paper. In order to obtain a reproducible probability density, at least theoretically, the Gaussian sum description of random variables is also newly considered in the problem formulation.
Czech name
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Czech description
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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
2013
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Article name in the collection
Proceeding of the 2013 American Control Conference
ISBN
978-1-4799-0177-7
ISSN
0743-1619
e-ISSN
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Number of pages
6
Pages from-to
3087-3092
Publisher name
AACC
Place of publication
Washington
Event location
Washington, DC
Event date
Jun 17, 2013
Type of event by nationality
WRD - Celosvětová akce
UT code for WoS article
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