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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)
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Title
| - Performance diagnosis of local filters in state estimation of nonlinear systems
- Performance diagnosis of local filters in state estimation of nonlinear systems (en)
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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)
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skos:notation
| - RIV/49777513:23520/14:43923294!RIV15-TA0-23520___
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http://linked.open...avai/riv/aktivita
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http://linked.open...avai/riv/aktivity
| - P(EE2.3.30.0013), P(TA03030674), S
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http://linked.open...vai/riv/dodaniDat
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http://linked.open...aciTvurceVysledku
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http://linked.open.../riv/druhVysledku
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http://linked.open...iv/duvernostUdaju
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http://linked.open...titaPredkladatele
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http://linked.open...dnocenehoVysledku
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http://linked.open...ai/riv/idVysledku
| - RIV/49777513:23520/14:43923294
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http://linked.open...riv/jazykVysledku
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http://linked.open.../riv/klicovaSlova
| - state estimation, nonlinear filters, Kalman filtering, non-Gaussianity measures,performance diagnosis (en)
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http://linked.open.../riv/klicoveSlovo
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http://linked.open...ontrolniKodProRIV
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http://linked.open...v/mistoKonaniAkce
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http://linked.open...i/riv/mistoVydani
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http://linked.open...i/riv/nazevZdroje
| - Journal of Physics: Conference Series
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http://linked.open...in/vavai/riv/obor
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http://linked.open...ichTvurcuVysledku
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http://linked.open...cetTvurcuVysledku
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http://linked.open...vavai/riv/projekt
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http://linked.open...UplatneniVysledku
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http://linked.open...iv/tvurceVysledku
| - Straka, Ondřej
- Šimandl, Miroslav
- Duník, Jindřich
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http://linked.open...vavai/riv/typAkce
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http://linked.open.../riv/zahajeniAkce
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issn
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number of pages
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http://bibframe.org/vocab/doi
| - 10.1088/1742-6596/570/1/012004
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http://purl.org/ne...btex#hasPublisher
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http://localhost/t...ganizacniJednotka
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