UNSCENTED KALMAN FILTER REVISITED - HERMITE-GAUSS QUADRATURE APPROACH
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F68407700%3A21230%2F12%3A00195666" target="_blank" >RIV/68407700:21230/12:00195666 - isvavai.cz</a>
Result on the web
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DOI - Digital Object Identifier
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Alternative languages
Result language
angličtina
Original language name
UNSCENTED KALMAN FILTER REVISITED - HERMITE-GAUSS QUADRATURE APPROACH
Original language description
Kalman filter is a frequently used tool for linear state estimation due to its simplicity and optimality. It can further be used for fusion of information obtained from multiple sensors. Kalman filtering is also often applied to nonlinear systems. As thedirect application of bayesian functional recursion is computationally not feasible, approaches commonly taken use either a local approximation - Extended Kalman Filter based on linearization of the non-linear model - or the global one, as in the case of Particle Filters. An approach to the local approximation is the so called Unscented Kalman Filter. It is based on a set of symmetrically distributed sample points used to parameterise the mean and the covariance. Such filter is computationally simple and no linearization step is required. Another approach to selecting the set of sample points based on decorrelation of multivariable random variables and Hermite-Gauss Quadrature is introduced in this paper. This approachprovides an addit
Czech name
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Czech description
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Classification
Type
D - Article in proceedings
CEP classification
BC - Theory and management systems
OECD FORD branch
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Result continuities
Project
<a href="/en/project/GAP103%2F11%2F1353" target="_blank" >GAP103/11/1353: State Estimation of Dynamic Stochastic Systems</a><br>
Continuities
P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)
Others
Publication year
2012
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 15th International Conference on Information Fusion
ISBN
9780982443842
ISSN
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e-ISSN
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Number of pages
5
Pages from-to
1-5
Publisher name
IEEE
Place of publication
Piscataway
Event location
Singapore
Event date
Jul 9, 2012
Type of event by nationality
WRD - Celosvětová akce
UT code for WoS article
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