Density Difference Grid Design in a Point-Mass Filter
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F49777513%3A23520%2F20%3A43959476" target="_blank" >RIV/49777513:23520/20:43959476 - isvavai.cz</a>
Result on the web
<a href="https://dx.doi.org/10.3390/en13164080" target="_blank" >https://dx.doi.org/10.3390/en13164080</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.3390/en13164080" target="_blank" >10.3390/en13164080</a>
Alternative languages
Result language
angličtina
Original language name
Density Difference Grid Design in a Point-Mass Filter
Original language description
The paper deals with the Bayesian state estimation of nonlinear stochastic dynamic systems. The stress is laid on the point-mass filter, solving the Bayesian recursive relations for the state estimate conditional density computation using the deterministic grid-based numerical integration method. In particular, the grid design is discussed and the novel density difference grid is proposed. The proposed grid design covers such regions of the state-space where the conditional density is significantly spatially varying, by the dense grid. In other regions, a sparse grid is used to keep the computational complexity low. The proposed grid design is thoroughly discussed, analyzed, and illustrated in a numerical study.
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/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
Name of the periodical
Energies
ISSN
1996-1073
e-ISSN
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Volume of the periodical
13
Issue of the periodical within the volume
16
Country of publishing house
CH - SWITZERLAND
Number of pages
18
Pages from-to
1-18
UT code for WoS article
000564798200001
EID of the result in the Scopus database
2-s2.0-85090041859