Stochastic Integration Student’s-t Filter
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F49777513%3A23520%2F17%3A43932593" target="_blank" >RIV/49777513:23520/17:43932593 - isvavai.cz</a>
Result on the web
<a href="http://dx.doi.org/10.23919/ICIF.2017.8009741" target="_blank" >http://dx.doi.org/10.23919/ICIF.2017.8009741</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.23919/ICIF.2017.8009741" target="_blank" >10.23919/ICIF.2017.8009741</a>
Alternative languages
Result language
angličtina
Original language name
Stochastic Integration Student’s-t Filter
Original language description
The paper deals with the nonlinear state estimation of stochastic dynamic systems with a special focus on coping with outliers appearing in the system. A new stochastic integration Student's-t filter is developed based on the generic Student's-t filter and assuming the density of random variables present in the model and the conditional density of the state be Student's-t distributed. For evaluation of the integrals with Student's-t weights present in the filter relations, the stochastic integration rule is used. In contrast to other integration rules, it provides asymptotically exact values of the integrals. Performance of the proposed stochastic integration Student's-t filter is illustrated using a numerical simulation involving the coordinated-turn motion model.
Czech name
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Czech description
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Classification
Type
D - Article in proceedings
CEP classification
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OECD FORD branch
20205 - Automation and control systems
Result continuities
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)
Others
Publication year
2017
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Article name in the collection
Proceedings of the 20th International Conference on Information Fusion
ISBN
978-0-9964527-0-0
ISSN
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e-ISSN
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Number of pages
8
Pages from-to
867-874
Publisher name
IEEE
Place of publication
Xi'an
Event location
Xi'an, China
Event date
Jul 10, 2017
Type of event by nationality
WRD - Celosvětová akce
UT code for WoS article
000410938300123