Directional Splitting for Structure Adaptation of Bayesian Filters

Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F49777513%3A23520%2F16%3A43929104" target="_blank" >RIV/49777513:23520/16:43929104 - isvavai.cz</a>
Result on the web
<a href="http://dx.doi.org/10.1109/ACC.2016.7525327" target="_blank" >http://dx.doi.org/10.1109/ACC.2016.7525327</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.1109/ACC.2016.7525327" target="_blank" >10.1109/ACC.2016.7525327</a>

Result language
angličtina
Original language name
Directional Splitting for Structure Adaptation of Bayesian Filters
Original language description
The paper deals with state estimation of nonlinear stochastic dynamic systems. The state is estimated within the Bayesian framework using the Gaussian filter and the Gaussian mixture filter. The paper is concerned with the joint Gaussianity assumption of the Gaussian filter and monitoring its validity. For cases, in which the assumption becomes invalid, the paper proposes a structure adaptation of the filter by directional splitting of the Gaussian distribution to a Gaussian mixture distribution. Both the monitoring and the directional splitting are based on a non-Gaussianity measure. The proposed directional splitting is illustrated using a numerical example.
Czech name
—
Czech description
—

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)

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

Article name in the collection
Proceedings of the 2016 American Control Conference
ISBN
978-1-4673-8682-1
ISSN
0743-1619
e-ISSN
—
Number of pages
6
Pages from-to
2705-2710
Publisher name
IEEE
Place of publication
Boston
Event location
Boston, USA
Event date
Jul 6, 2016
Type of event by nationality
WRD - Celosvětová akce
UT code for WoS article
000388376102125

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