About: UNSCENTED KALMAN FILTER REVISITED - HERMITE-GAUSS QUADRATURE APPROACH

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rdf:type	skos:Concept http://linked.opendata.cz/ontology/domain/vavai/Vysledek
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 the direct 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 additional justification of the Unscented Kalman Filter development and provides further options to improve the accuracy of the approximation, particularly for polynomial nonlinearities. A detailed comparison of the two approaches is presented in the paper. 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 the direct 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 additional justification of the Unscented Kalman Filter development and provides further options to improve the accuracy of the approximation, particularly for polynomial nonlinearities. A detailed comparison of the two approaches is presented in the paper. (en)
Title	UNSCENTED KALMAN FILTER REVISITED - HERMITE-GAUSS QUADRATURE APPROACH UNSCENTED KALMAN FILTER REVISITED - HERMITE-GAUSS QUADRATURE APPROACH (en)
skos:prefLabel	UNSCENTED KALMAN FILTER REVISITED - HERMITE-GAUSS QUADRATURE APPROACH UNSCENTED KALMAN FILTER REVISITED - HERMITE-GAUSS QUADRATURE APPROACH (en)
skos:notation	RIV/68407700:21230/12:00195666!RIV13-GA0-21230___
http://linked.open...avai/riv/aktivita	P
http://linked.open...avai/riv/aktivity	P(GAP103/11/1353)
http://linked.open...vai/riv/dodaniDat	2013
http://linked.open...aciTvurceVysledku	Havlena, Vladimír Štecha, Jan
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	České vysoké učení technické v Praze / Fakulta elektrotechnická
http://linked.open...dnocenehoVysledku	176064
http://linked.open...ai/riv/idVysledku	RIV/68407700:21230/12:00195666
http://linked.open...riv/jazykVysledku	eng - angličtina
http://linked.open.../riv/klicovaSlova	Kalman filtering; Bayesian recursion; nonlinear systems (en)
http://linked.open.../riv/klicoveSlovo	nonlinear systems Kalman filtering Bayesian recursion
http://linked.open...ontrolniKodProRIV	[DA1A304946E0]
http://linked.open...v/mistoKonaniAkce	Singapore
http://linked.open...i/riv/mistoVydani	Piscataway
http://linked.open...i/riv/nazevZdroje	Proceedings of 15th International Conference on Information Fusion
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...vavai/riv/projekt	State Estimation of Dynamic Stochastic Systems
http://linked.open...UplatneniVysledku	2012
http://linked.open...iv/tvurceVysledku	Havlena, Vladimír Štecha, Jan
http://linked.open...vavai/riv/typAkce	WRD - Světová
http://linked.open.../riv/zahajeniAkce	2012-07-09 (xsd:date)
number of pages	5 (xsd:int)
http://purl.org/ne...btex#hasPublisher	IEEE
https://schema.org/isbn	9780982443842
http://localhost/t...ganizacniJednotka	21230

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