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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

  • Czech description

Classification

  • Type

    D - Article in proceedings

  • CEP classification

  • 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