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On Sigma-Point Set Rotation in Derivative-Free Filters

The result's identifiers

  • Result code in IS VaVaI

    <a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F49777513%3A23520%2F14%3A43922883" target="_blank" >RIV/49777513:23520/14:43922883 - isvavai.cz</a>

  • Result on the web

    <a href="http://ieeexplore.ieee.org/xpl/articleDetails.jsp?tp=&arnumber=6916071" target="_blank" >http://ieeexplore.ieee.org/xpl/articleDetails.jsp?tp=&arnumber=6916071</a>

  • DOI - Digital Object Identifier

Alternative languages

  • Result language

    angličtina

  • Original language name

    On Sigma-Point Set Rotation in Derivative-Free Filters

  • Original language description

    The paper deals with an analysis and illustration of the impact of the sigma-point set rotation on the accuracy of the derivative-free approximation techniques and on the performance of filters utilizing these approximations. Namely, approximations basedon the unscented transform and the Stirling interpolation are considered. It is shown that the covariance matrix factor used in the sigma-point set computation can be multiplied by an arbitrary rotation matrix which rotates the sigma-points along the surface of a hyper-ellipsoid defined by the covariance matrix. The rotation matrix can be thus considered as another user-defined parameter (in addition to the scaling parameter) greatly affecting the filter performance and therefore it needs to be carefully chosen. Choice of the appropriate sigma-point set rotation is discussed and its impact on the filter performance is illustrated using a bearing-only tracking example.

  • Czech name

  • Czech description

Classification

  • Type

    D - Article in proceedings

  • CEP classification

    BC - Theory and management systems

  • OECD FORD branch

Result continuities

  • Project

    <a href="/en/project/EE2.3.30.0013" target="_blank" >EE2.3.30.0013: Excellence in human resources as a source of competitiveness</a><br>

  • Continuities

    P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)<br>S - Specificky vyzkum na vysokych skolach

Others

  • Publication year

    2014

  • 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 17th International Conference on Information Fusion

  • ISBN

    978-84-9012-355-3

  • ISSN

  • e-ISSN

  • 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