Stochastic Integration Filter with Improved State Estimate Mean-Square Error Computation
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F49777513%3A23520%2F18%3A43932619" target="_blank" >RIV/49777513:23520/18:43932619 - isvavai.cz</a>
Result on the web
<a href="https://doi.org/10.1007/978-3-319-55011-4_21" target="_blank" >https://doi.org/10.1007/978-3-319-55011-4_21</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.1007/978-3-319-55011-4_21" target="_blank" >10.1007/978-3-319-55011-4_21</a>
Alternative languages
Result language
angličtina
Original language name
Stochastic Integration Filter with Improved State Estimate Mean-Square Error Computation
Original language description
The paper deals with the Bayesian state estimation of nonlinear stochastic dynamic systems. The focus is aimed at the stochastic integration filter, which represents the Gaussian fi lters with the state and measurement prediction moments calculated by the stochastic integration rule. Besides the value of the integral, the rule also provides the covariance matrix of the integral value error. In the paper an improved mean-square error of the state estimate is proposed based on utilization of the integral error covariance matrix. The improved calculation is illustrated using two numerical examples for the stochastic integration filter of the third and fifth degrees.
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/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)
Others
Publication year
2018
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Article name in the collection
Informatics in Control, Automation and Robotics, Volume 430
ISBN
978-3-319-55010-7
ISSN
1876-1100
e-ISSN
neuvedeno
Number of pages
17
Pages from-to
423-439
Publisher name
Springer International Publishing
Place of publication
Heidelberg, Německo
Event location
Lisbon, Portugal
Event date
Jul 29, 2016
Type of event by nationality
WRD - Celosvětová akce
UT code for WoS article
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