About: Sampling density design for particle filters

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rdf:type	skos:Concept http://linked.opendata.cz/ontology/domain/vavai/Vysledek
Description	Particle filters for state estimation of discrete time dynamic stochastic systems are treated. The stress is laid on design of sampling pdf which is significant for quality of the particle filters. A new functional sampling density design based on uti lization of transient and measurement pdf's is proposed. The functional approach compares two pdf's of a reference variable which are obtained by transformation of the transient and measurement pdf's, using Kullback J-divergence. The functional ap proach to sampling density function synthesis using transient and measurement density functions can be understood as improvement of the sampling density design of the auxiliary particle filter which uses only point estimate of the transient pdf. The higher quality of the functional particle filter with respect to the bootstrap and auxiliary particle filter is illustrated in a numerical example. Particle filters for state estimation of discrete time dynamic stochastic systems are treated. The stress is laid on design of sampling pdf which is significant for quality of the particle filters. A new functional sampling density design based on uti lization of transient and measurement pdf's is proposed. The functional approach compares two pdf's of a reference variable which are obtained by transformation of the transient and measurement pdf's, using Kullback J-divergence. The functional ap proach to sampling density function synthesis using transient and measurement density functions can be understood as improvement of the sampling density design of the auxiliary particle filter which uses only point estimate of the transient pdf. The higher quality of the functional particle filter with respect to the bootstrap and auxiliary particle filter is illustrated in a numerical example. (en)
Title	Sampling density design for particle filters Sampling density design for particle filters (en)
skos:prefLabel	Sampling density design for particle filters Sampling density design for particle filters (en)
skos:notation	RIV/49777513:23520/03:00000019!RIV/2004/GA0/235204/N
http://linked.open.../vavai/riv/strany	180-185
http://linked.open...avai/riv/aktivita	P Z
http://linked.open...avai/riv/aktivity	P(GA102/01/0021), Z(MSM 235200004)
http://linked.open...vai/riv/dodaniDat	2004
http://linked.open...aciTvurceVysledku	Šimandl, Miroslav Straka, Ondřej
http://linked.open.../riv/druhVysledku	D - Článek ve sborníku
http://linked.open...iv/duvernostUdaju	S - Úplné a pravdivé údaje nepodléhající ochraně podle zvláštních právních předpisů
http://linked.open...titaPredkladatele	Západočeská univerzita v Plzni / Fakulta aplikovaných věd
http://linked.open...dnocenehoVysledku	626288
http://linked.open...ai/riv/idVysledku	RIV/49777513:23520/03:00000019
http://linked.open...riv/jazykVysledku	eng - angličtina
http://linked.open.../riv/klicovaSlova	state estimation;nonlinear systems;particle filters;sampling density (en)
http://linked.open.../riv/klicoveSlovo	nonlinear systems state estimation particle filters sampling density
http://linked.open...ontrolniKodProRIV	[F5C48C056182]
http://linked.open...v/mistoKonaniAkce	Rotterdam
http://linked.open...i/riv/mistoVydani	Rotterdam
http://linked.open...i/riv/nazevZdroje	13th IFAC Symposium on System Identification
http://linked.open...in/vavai/riv/obor	BC
http://linked.open...ichTvurcuVysledku	2 (xsd:int)
http://linked.open...cetTvurcuVysledku	2 (xsd:int)
http://linked.open...ocetUcastnikuAkce	0 (xsd:int)
http://linked.open...nichUcastnikuAkce	0 (xsd:int)
http://linked.open...vavai/riv/projekt	Nonlinear estimation and change detection for stochastic systems
http://linked.open...UplatneniVysledku	2003
http://linked.open...iv/tvurceVysledku	Straka, Ondřej Šimandl, Miroslav
http://linked.open...vavai/riv/typAkce	WRD - Světová
http://linked.open.../riv/zahajeniAkce	2003-08-27 (xsd:date)
http://linked.open...n/vavai/riv/zamer	http://linked.opendata.cz/resource/domain/vavai/zamer/MSM%20235200004
number of pages	6 (xsd:int)
http://purl.org/ne...btex#hasPublisher	OMNIPRESS
http://localhost/t...ganizacniJednotka	23520

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