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Desensitized Extended Kalman Filter with Stochastic Approach to Sensitivity Reduction and Adaptive Weights

The result's identifiers

  • Result code in IS VaVaI

    <a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F68407700%3A21230%2F22%3A00359339" target="_blank" >RIV/68407700:21230/22:00359339 - isvavai.cz</a>

  • Alternative codes found

    RIV/68407700:21720/22:00359339

  • Result on the web

    <a href="https://doi.org/10.23919/FUSION49751.2022.9841381" target="_blank" >https://doi.org/10.23919/FUSION49751.2022.9841381</a>

  • DOI - Digital Object Identifier

    <a href="http://dx.doi.org/10.23919/FUSION49751.2022.9841381" target="_blank" >10.23919/FUSION49751.2022.9841381</a>

Alternative languages

  • Result language

    angličtina

  • Original language name

    Desensitized Extended Kalman Filter with Stochastic Approach to Sensitivity Reduction and Adaptive Weights

  • Original language description

    The desensitized Kalman filter can robustly estimate the state of a system with uncertain parameters without knowledge about uncertainty type. In this paper, the desensitized Kalman filter for nonlinear systems is derived using Taylor series expansion and a stochastic approach to reduce estimation error sensitivity to uncertain parameters. Adaptively normalized weights tune the trade-off between the minimum uncertainty sensitivity and minimum mean square error. Among the main benefits of the algorithm are intuitive tuning concerning uncertainty and a form resembling the classical Riccati equation. The comparison to other robust state-of-the-art algorithms is discussed based on a numerical example.

  • 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/CK03000269" target="_blank" >CK03000269: Advanced methods for on-board data processing in V2X systems</a><br>

  • Continuities

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

Others

  • Publication year

    2022

  • Confidentiality

    S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Data specific for result type

  • Article name in the collection

    2022 25th International Conference on Information Fusion (FUSION)

  • ISBN

    978-1-7377497-2-1

  • ISSN

  • e-ISSN

  • Number of pages

    6

  • Pages from-to

  • Publisher name

    IEEE

  • Place of publication

    Piscataway

  • Event location

    Linköping

  • Event date

    Jul 4, 2022

  • Type of event by nationality

    WRD - Celosvětová akce

  • UT code for WoS article

    000855689000151