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Description
  • The paper deals with state estimation of nonlinear stochastic discrete-time systems with a special focus on filters providing a point estimate of the state. The aim is concentrated on performance diagnosis of the filters, which should inform about a possible decrease of estimate quality provided by the filter. The paper proposes a diagnostics of the filter performance using the non-Gaussianity measures. More specifically, the paper focuses on a third-order moment based non-Gaussianity measure and provides relations for its recursive computation. It is shown that this measure can effectively be used for the performance diagnosis of the filters, which is illustrated using a numerical example. The example considers tracking motion of a ship using the extended Kalman filter.
  • The paper deals with state estimation of nonlinear stochastic discrete-time systems with a special focus on filters providing a point estimate of the state. The aim is concentrated on performance diagnosis of the filters, which should inform about a possible decrease of estimate quality provided by the filter. The paper proposes a diagnostics of the filter performance using the non-Gaussianity measures. More specifically, the paper focuses on a third-order moment based non-Gaussianity measure and provides relations for its recursive computation. It is shown that this measure can effectively be used for the performance diagnosis of the filters, which is illustrated using a numerical example. The example considers tracking motion of a ship using the extended Kalman filter. (en)
Title
  • Performance diagnosis of local filters in state estimation of nonlinear systems
  • Performance diagnosis of local filters in state estimation of nonlinear systems (en)
skos:prefLabel
  • Performance diagnosis of local filters in state estimation of nonlinear systems
  • Performance diagnosis of local filters in state estimation of nonlinear systems (en)
skos:notation
  • RIV/49777513:23520/14:43923294!RIV15-TA0-23520___
http://linked.open...avai/riv/aktivita
http://linked.open...avai/riv/aktivity
  • P(EE2.3.30.0013), P(TA03030674), S
http://linked.open...vai/riv/dodaniDat
http://linked.open...aciTvurceVysledku
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  • 36136
http://linked.open...ai/riv/idVysledku
  • RIV/49777513:23520/14:43923294
http://linked.open...riv/jazykVysledku
http://linked.open.../riv/klicovaSlova
  • state estimation, nonlinear filters, Kalman filtering, non-Gaussianity measures,performance diagnosis (en)
http://linked.open.../riv/klicoveSlovo
http://linked.open...ontrolniKodProRIV
  • [A88B9606E0EF]
http://linked.open...v/mistoKonaniAkce
  • Berlin, Germany
http://linked.open...i/riv/mistoVydani
  • Bristol
http://linked.open...i/riv/nazevZdroje
  • Journal of Physics: Conference Series
http://linked.open...in/vavai/riv/obor
http://linked.open...ichTvurcuVysledku
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http://linked.open...vavai/riv/projekt
http://linked.open...UplatneniVysledku
http://linked.open...iv/tvurceVysledku
  • Straka, Ondřej
  • Šimandl, Miroslav
  • Duník, Jindřich
http://linked.open...vavai/riv/typAkce
http://linked.open.../riv/zahajeniAkce
issn
  • 1742-6588
number of pages
http://bibframe.org/vocab/doi
  • 10.1088/1742-6596/570/1/012004
http://purl.org/ne...btex#hasPublisher
  • IOP Publishing
http://localhost/t...ganizacniJednotka
  • 23520
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