Design of Rao-Blackwellized Point-Mass Smoother for Conditionally Linear and Gaussian Models
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F49777513%3A23520%2F19%3A43956257" target="_blank" >RIV/49777513:23520/19:43956257 - isvavai.cz</a>
Result on the web
<a href="https://dx.doi.org/10.1109/TSP.2019.2949506" target="_blank" >https://dx.doi.org/10.1109/TSP.2019.2949506</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.1109/TSP.2019.2949506" target="_blank" >10.1109/TSP.2019.2949506</a>
Alternative languages
Result language
angličtina
Original language name
Design of Rao-Blackwellized Point-Mass Smoother for Conditionally Linear and Gaussian Models
Original language description
This paper deals with the state estimation of nonlinear stochastic dynamic systems. Stress is laid on the numerical solution to the functional recursive relations providing conditional probability density functions of the state. In particular, a novel Rao-Blackwellized point-mass smoother with two implementations is proposed for conditionally linear and Gaussian state-space models, where part of the state vector is estimated by a computationally expensive point-mass smoother, whereas the remaining part of the state vector by a set of computationally efficient linear smoothers. Such decomposition results in a computationally less demanding smoother than the standard point-mass smoother for the considered models. The properties of the proposed smoother are discussed and its performance is numerically illustrated.
Czech name
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Czech description
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Classification
Type
J<sub>imp</sub> - Article in a specialist periodical, which is included in the Web of Science database
CEP classification
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OECD FORD branch
20205 - Automation and control systems
Result continuities
Project
<a href="/en/project/LO1506" target="_blank" >LO1506: Sustainability support of the centre NTIS - New Technologies for the Information Society</a><br>
Continuities
P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)<br>S - Specificky vyzkum na vysokych skolach<br>I - Institucionalni podpora na dlouhodoby koncepcni rozvoj vyzkumne organizace
Others
Publication year
2019
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Name of the periodical
IEEE Transactions on Signal Processing
ISSN
1053-587X
e-ISSN
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Volume of the periodical
67
Issue of the periodical within the volume
23
Country of publishing house
US - UNITED STATES
Number of pages
14
Pages from-to
6053-6066
UT code for WoS article
000499985600002
EID of the result in the Scopus database
2-s2.0-85075644300