Self-assessment of Local Filters by Non-Gaussianity Measures

Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F49777513%3A23520%2F14%3A43922884" target="_blank" >RIV/49777513:23520/14:43922884 - isvavai.cz</a>
Result on the web
<a href="http://ieeexplore.ieee.org/xpl/articleDetails.jsp?tp=&arnumber=6858740" target="_blank" >http://ieeexplore.ieee.org/xpl/articleDetails.jsp?tp=&arnumber=6858740</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.1109/ACC.2014.6858740" target="_blank" >10.1109/ACC.2014.6858740</a>

Result language
angličtina
Original language name
Self-assessment of Local Filters by Non-Gaussianity Measures
Original language description
The paper deals with state estimation of stochastic nonlinear systems by means of local filters. A new technique is designed to provide a self-assessment of the filter with respect to its estimate quality. It uses a non-Gaussianity measure based on conditional third moment of the state to indicate a possible decrease of estimate quality. The technique is proposed for general local filters with detailed specification for three selected filters in the Kalman filtering framework. An application of the technique is illustrated in a numerical example.
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 2014 American Control Conference
ISBN
978-1-4799-3272-6
ISSN
0743-1619
e-ISSN
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Number of pages
6
Pages from-to
1723-1728
Publisher name
IEEE
Place of publication
Portland
Event location
Portland, USA
Event date
Jun 4, 2014
Type of event by nationality
WRD - Celosvětová akce
UT code for WoS article
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