Characteristic Function Based Performance Index for Bayesian Filters

Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F49777513%3A23520%2F16%3A43929222" target="_blank" >RIV/49777513:23520/16:43929222 - isvavai.cz</a>
Result on the web
<a href="http://ieeexplore.ieee.org/document/7528106" target="_blank" >http://ieeexplore.ieee.org/document/7528106</a>
DOI - Digital Object Identifier
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Result language
angličtina
Original language name
Characteristic Function Based Performance Index for Bayesian Filters
Original language description
The paper deals with state estimation of nonlinear stochastic dynamic systems in the Bayesian framework. In particular, the stress is laid on an introduction of a performance index, which can inform about working conditions of the filter and about the quality of approximations used by the filter. The performance index is based on the characteristic function and two its applications are treated: i) its usage as a non-Gaussianity measure to inform a Gaussian filter about the validity of its assumption and ii) its utilization as an optimization criterion providing parameters of a Gaussian mixture used to replace a Gaussian density to improve estimate quality.
Czech name
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Czech description
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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

Article name in the collection
Proceedings of the 19th International Conference on Information Fusion
ISBN
978-0-9964527-4-8
ISSN
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e-ISSN
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Number of pages
8
Pages from-to
1837-1844
Publisher name
IEEE
Place of publication
Heidelberg
Event location
Heidelberg, Germany
Event date
Jul 5, 2016
Type of event by nationality
WRD - Celosvětová akce
UT code for WoS article
000391273400244

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