Improved Calibration of Numerical Integration Error in Sigma-Point Filters
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F49777513%3A23520%2F21%3A43960635" target="_blank" >RIV/49777513:23520/21:43960635 - isvavai.cz</a>
Result on the web
<a href="https://ieeexplore.ieee.org/document/9084238" target="_blank" >https://ieeexplore.ieee.org/document/9084238</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.1109/TAC.2020.2991698" target="_blank" >10.1109/TAC.2020.2991698</a>
Alternative languages
Result language
angličtina
Original language name
Improved Calibration of Numerical Integration Error in Sigma-Point Filters
Original language description
The sigma-point filters, such as the UKF, are popular alternatives to the ubiquitous EKF. The classical quadrature rules used in the sigma-point filters are motivated via polynomial approximation of the integrand, however in the applied context these assumptions cannot always be justified. As a result, quadrature error can introduce bias into estimated moments, for which there is no compensatory mechanism in the classical sigma-point filters. This can lead in turn to estimates and predictions that are poorly calibrated. In this article, we investigate the Bayes--Sard quadrature method in the context of sigma-point filters, which enables uncertainty due to quadrature error to be formalised within a probabilistic model. Our first contribution is to derive the well-known classical quadratures as special cases of the Bayes--Sard quadrature method. Based on this, a general-purpose moment transform is developed and utilised in the design of novel sigma-point filter, which explicitly accounts for the additional uncertainty due to quadrature error.
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
2021
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 Automatic Control
ISSN
0018-9286
e-ISSN
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Volume of the periodical
66
Issue of the periodical within the volume
3
Country of publishing house
US - UNITED STATES
Number of pages
7
Pages from-to
1286-1292
UT code for WoS article
000623420100029
EID of the result in the Scopus database
2-s2.0-85101821054