Nonlinearity and Non-Gaussianity Measures for Stochastic Dynamic Systems
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F49777513%3A23520%2F13%3A43919525" target="_blank" >RIV/49777513:23520/13:43919525 - isvavai.cz</a>
Result on the web
<a href="http://ieeexplore.ieee.org/xpl/articleDetails.jsp?tp=&arnumber=6641265" target="_blank" >http://ieeexplore.ieee.org/xpl/articleDetails.jsp?tp=&arnumber=6641265</a>
DOI - Digital Object Identifier
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Alternative languages
Result language
angličtina
Original language name
Nonlinearity and Non-Gaussianity Measures for Stochastic Dynamic Systems
Original language description
The paper deals with an assessment of nonlinear stochastic dynamic systems according to their nonlinearity. Knowledge of a degree of nonlinearity is important for many reasons, such as for a decision whether the system state should be estimated by a global method or a local method suffices, or for an adaptation procedure of some local estimation methods. The paper provides a brief overview of measures on nonlinearity (MoNL) and their discussion. Then, several measures of non-Gaussianity (MoNG) are proposed to capture properties of the state random variable that are manifestation of the nonlinearity. Finally, the paper demonstrates advantages of the MoNGs over the MoNLs in a numerical example.
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
<a href="/en/project/GC13-07058J" target="_blank" >GC13-07058J: Consistent Fusion in Networked Estimation Systems</a><br>
Continuities
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 16th International Conference on Information FUSION
ISBN
978-605-86311-1-3
ISSN
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e-ISSN
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Number of pages
8
Pages from-to
204 - 211
Publisher name
IEEE
Place of publication
Piscataway
Event location
Istanbul, Turkey
Event date
Jul 9, 2013
Type of event by nationality
WRD - Celosvětová akce
UT code for WoS article
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