Efficient adaptation of design parameters of derivative-free filters

Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F49777513%3A23520%2F16%3A43929092" target="_blank" >RIV/49777513:23520/16:43929092 - isvavai.cz</a>
Result on the web
<a href="http://dx.doi.org/10.1134/S0005117916020041" target="_blank" >http://dx.doi.org/10.1134/S0005117916020041</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.1134/S0005117916020041" target="_blank" >10.1134/S0005117916020041</a>

Result language
angličtina
Original language name
Efficient adaptation of design parameters of derivative-free filters
Original language description
The paper deals with state estimation of nonlinear discrete time stochastic dynamic systems with a focus on derivative-free filters. Design parameters of the filters are treated and an efficient way for their adaptation is proposed. The efficiency is based on observing a degree of nonlinearity of the nonlinear state and measurement functions at the working point by means of a non-Gaussianity measure. The adaptation is executed only if the nonlinearity is severe and the design parameter adaptation may bring a significant improvement of the estimate quality. Otherwise the adaptation is switched off to keep computational complexity of the filter low. The developed algorithm is illustrated using a numerical example of bearings-only target tracking.
Czech name
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Czech description
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Type
J<sub>x</sub> - Unclassified - Peer-reviewed scientific article (Jimp, Jsc and Jost)
CEP classification
BC - Theory and management systems
OECD FORD branch
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Project
<a href="/en/project/GA15-12068S" target="_blank" >GA15-12068S: Adaptive Approaches to State Estimation of Nonlinear Stochastic Systems</a><br>
Continuities
P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)

Publication year
2016
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

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