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Reliable Convolution in Point-Mass Filter for a Class of Nonlinear Models

The result's identifiers

  • Result code in IS VaVaI

    <a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F49777513%3A23520%2F20%3A43959474" target="_blank" >RIV/49777513:23520/20:43959474 - isvavai.cz</a>

  • Result on the web

    <a href="https://doi.org/10.23919/FUSION45008.2020.9190218" target="_blank" >https://doi.org/10.23919/FUSION45008.2020.9190218</a>

  • DOI - Digital Object Identifier

    <a href="http://dx.doi.org/10.23919/FUSION45008.2020.9190218" target="_blank" >10.23919/FUSION45008.2020.9190218</a>

Alternative languages

  • Result language

    angličtina

  • Original language name

    Reliable Convolution in Point-Mass Filter for a Class of Nonlinear Models

  • Original language description

    This paper is devoted to the Bayesian state estimation of the nonlinear stochastic dynamic systems. The stress is laid on the numerical solution to the Bayesian recursive relations by the point-mass filter for a class of state-space models with linear dynamics and nonlinear measurement. In particular, a novel reliable technique for convolution computation is proposed. The technique combines the standard point-mass-based convolution with a density-weighted integration to provide accurate results even for systems with small state noise. Several implementations of the technique are developed, theoretically analysed, and evaluated in a numerical study.

  • 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/GC20-06054J" target="_blank" >GC20-06054J: Intelligent Distributed Estimation Architectures</a><br>

  • Continuities

    P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)

Others

  • Publication year

    2020

  • 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 2020 IEEE 23rd International Conference on Information Fusion (FUSION)

  • ISBN

    978-0-578-64709-8

  • ISSN

  • e-ISSN

  • Number of pages

    7

  • Pages from-to

    1-7

  • Publisher name

    IEEE

  • Place of publication

    Sun City

  • Event location

    Sun City, Jihoafrická republika

  • Event date

    Jul 6, 2020

  • Type of event by nationality

    WRD - Celosvětová akce

  • UT code for WoS article