Measures of Non-Gaussianity in Unscented Kalman Filter Framework

Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F49777513%3A23520%2F14%3A43922872" target="_blank" >RIV/49777513:23520/14:43922872 - isvavai.cz</a>
Result on the web
<a href="http://ieeexplore.ieee.org/xpl/articleDetails.jsp?tp=&arnumber=6916118" target="_blank" >http://ieeexplore.ieee.org/xpl/articleDetails.jsp?tp=&arnumber=6916118</a>
DOI - Digital Object Identifier
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Result language
angličtina
Original language name
Measures of Non-Gaussianity in Unscented Kalman Filter Framework
Original language description
The paper deals with state estimation of nonlinear stochastic dynamic systems. In particular, the stress is laid on the recursive computation of the higher order moments of the state estimate in a local filter. The higher order moments are then used as acornerstone of non-Gaussianity measures having the ability to indicate a possible decrease of the estimate quality. A technique is proposed for a general algorithm of the local filters, detailed for the unscented Kalman filter, and illustrated in numerical examples.
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
2014
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Article name in the collection
Proceedings of the 17th International Conference on Information Fusion
ISBN
978-84-9012-355-3
ISSN
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e-ISSN
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Number of pages
8
Pages from-to
1-8
Publisher name
IEEE
Place of publication
Salamanca
Event location
Salamanca, Spain
Event date
Jul 7, 2014
Type of event by nationality
WRD - Celosvětová akce
UT code for WoS article
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