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Description
  • This paper deals with filters that combine the analytical Kalman filtering and the Monte Carlo simulation based particle filtering. Since the particles are related to the state trajectories from the initial time up to the current time rather than to the state at the last time only, these filters cannot be directly used in fusion of probability densities of the last state. Therefore, marginalisation of the outdated parts of the state trajectories is proposed in the paper. In order to obtain a reproducible probability density, at least theoretically, the Gaussian sum description of random variables is also newly considered in the problem formulation.
  • This paper deals with filters that combine the analytical Kalman filtering and the Monte Carlo simulation based particle filtering. Since the particles are related to the state trajectories from the initial time up to the current time rather than to the state at the last time only, these filters cannot be directly used in fusion of probability densities of the last state. Therefore, marginalisation of the outdated parts of the state trajectories is proposed in the paper. In order to obtain a reproducible probability density, at least theoretically, the Gaussian sum description of random variables is also newly considered in the problem formulation. (en)
Title
  • Marginal marginalised particle filter
  • Marginal marginalised particle filter (en)
skos:prefLabel
  • Marginal marginalised particle filter
  • Marginal marginalised particle filter (en)
skos:notation
  • RIV/49777513:23520/13:43919231!RIV14-MSM-23520___
http://linked.open...avai/predkladatel
http://linked.open...avai/riv/aktivita
http://linked.open...avai/riv/aktivity
  • P(ED1.1.00/02.0090), P(GAP103/11/1353), S
http://linked.open...vai/riv/dodaniDat
http://linked.open...aciTvurceVysledku
http://linked.open.../riv/druhVysledku
http://linked.open...iv/duvernostUdaju
http://linked.open...titaPredkladatele
http://linked.open...dnocenehoVysledku
  • 86373
http://linked.open...ai/riv/idVysledku
  • RIV/49777513:23520/13:43919231
http://linked.open...riv/jazykVysledku
http://linked.open.../riv/klicovaSlova
  • marginalisation; Gaussian sums; Rao-Blackwellisation; particle filters (en)
http://linked.open.../riv/klicoveSlovo
http://linked.open...ontrolniKodProRIV
  • [86E5EABCB6D7]
http://linked.open...v/mistoKonaniAkce
  • Washington, DC
http://linked.open...i/riv/mistoVydani
  • Washington
http://linked.open...i/riv/nazevZdroje
  • Proceeding of the 2013 American Control Conference
http://linked.open...in/vavai/riv/obor
http://linked.open...ichTvurcuVysledku
http://linked.open...cetTvurcuVysledku
http://linked.open...vavai/riv/projekt
http://linked.open...UplatneniVysledku
http://linked.open...iv/tvurceVysledku
  • Šimandl, Miroslav
  • Ajgl, Jiří
http://linked.open...vavai/riv/typAkce
http://linked.open.../riv/zahajeniAkce
issn
  • 0743-1619
number of pages
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  • AACC
https://schema.org/isbn
  • 978-1-4799-0177-7
http://localhost/t...ganizacniJednotka
  • 23520
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