Design of Efficient Point-Mass Filter for Linear and Nonlinear Dynamic Models

Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F49777513%3A23520%2F23%3A43969670" target="_blank" >RIV/49777513:23520/23:43969670 - isvavai.cz</a>
Result on the web
<a href="https://doi.org/10.1109/LCSYS.2023.3283555" target="_blank" >https://doi.org/10.1109/LCSYS.2023.3283555</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.1109/LCSYS.2023.3283555" target="_blank" >10.1109/LCSYS.2023.3283555</a>

Result language
angličtina
Original language name
Design of Efficient Point-Mass Filter for Linear and Nonlinear Dynamic Models
Original language description
his letter deals with the state estimation of nonlinear stochastic dynamic systems in the Bayesian framework. The emphasis is laid on the numerical solution to the Chapman-Kolmogorov equation by the widely-used point-mass method. It is shown, that the standard prediction step of the point-mass filter can be decomposed into two parts; advection and diffusion solution. This decomposition allows application of the fast Fourier transform, which speeds up the prediction step by several orders of magnitude making the point-mass filter attractive even for higher dimensional models. The proposed efficient point-mass filter is illustrated in a numerical simulation with available source codes and is compared with the particle filter.
Czech name
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Czech description
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Type
J<sub>imp</sub> - Article in a specialist periodical, which is included in the Web of Science database
CEP classification
—
OECD FORD branch
20205 - Automation and control systems

Project
<a href="/en/project/GA22-11101S" target="_blank" >GA22-11101S: Tensor Decomposition in Active Fault Diagnosis for Stochastic Large Scale Systems</a><br>
Continuities
P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)

Publication year
2023
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

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