Performance diagnosis of local filters in state estimation of nonlinear systems

Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F49777513%3A23520%2F14%3A43923294" target="_blank" >RIV/49777513:23520/14:43923294 - isvavai.cz</a>
Result on the web
<a href="http://dx.doi.org/10.1088/1742-6596/570/1/012004" target="_blank" >http://dx.doi.org/10.1088/1742-6596/570/1/012004</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.1088/1742-6596/570/1/012004" target="_blank" >10.1088/1742-6596/570/1/012004</a>

Result language
angličtina
Original language name
Performance diagnosis of local filters in state estimation of nonlinear systems
Original language description
The paper deals with state estimation of nonlinear stochastic discrete-time systems with a special focus on filters providing a point estimate of the state. The aim is concentrated on performance diagnosis of the filters, which should inform about a possible decrease of estimate quality provided by the filter. The paper proposes a diagnostics of the filter performance using the non-Gaussianity measures. More specifically, the paper focuses on a third-order moment based non-Gaussianity measure and provides relations for its recursive computation. It is shown that this measure can effectively be used for the performance diagnosis of the filters, which is illustrated using a numerical example. The example considers tracking motion of a ship using the extended Kalman filter.
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

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