On Nonlinearity Measuring Aspects of Stochastic Integration Filter

Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F49777513%3A23520%2F16%3A43929120" target="_blank" >RIV/49777513:23520/16:43929120 - isvavai.cz</a>
Result on the web
<a href="http://dx.doi.org/10.5220/0005983903530361" target="_blank" >http://dx.doi.org/10.5220/0005983903530361</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.5220/0005983903530361" target="_blank" >10.5220/0005983903530361</a>

Result language
angličtina
Original language name
On Nonlinearity Measuring Aspects of Stochastic Integration Filter
Original language description
The paper deals with Bayesian state estimation of nonlinear stochastic dynamic systems. The focus is aimed at the stochastic integration filter, which is based on a stochastic integration rule. It is shown that the covariance matrix of the integration error calculated as a byproduct of the rule can be used as a measure of nonlinearity. The measure informs the user about validity of the assumptions of Gaussianity, which is adopted by the stochastic integration filter. It is also demonstrated how to use this information for a prediction of the number of remaining iterations of the rule. The paper also focuses on utilization of the integration error covariance matrix for improving estimates of the mean square error of the estimates, which is produced by the filter.
Czech name
—
Czech description
—

Project
<a href="/en/project/GC16-19999J" target="_blank" >GC16-19999J: Cooperative Approaches to Design of Nonlinear Filters</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

Article name in the collection
Proceedings of the 13th International Conference on Informatics in Control, Automation and Robotics
ISBN
978-989-758-198-4
ISSN
—
e-ISSN
neuvedeno
Number of pages
9
Pages from-to
353-361
Publisher name
Scitepress
Place of publication
Lisabon
Event location
Lisabon, Portugal
Event date
Jul 29, 2016
Type of event by nationality
WRD - Celosvětová akce
UT code for WoS article
000392610900041

Similar results(10)