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
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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
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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/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
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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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