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Detail publikace
Citace
: Numerical approach to continuous-discrete filter design for nonlinear stochastic systems . Proceedings of International Carpathian Control Conference, p. 582-585, Technical University , Košice, 2003.
Abstrakt
The paper deals with filter design for nonlinear continuous stochastic systems with discrete time measurements. The stress is laid on the filters generating conditional probability density functions of the state. The general recursive solution of the state estimation problem for the continuous-discrete time stochastic systems is given by the Fokker-Planck equation and by the Bayesian rule. Nevertheless only aproximate solution of the relations for considered systems are known. The aim of the paper is to apply a new usable numerical scheme for the solution of Fokker-Planck equation.
Detail publikace
| Název: | Numerical approach to continuous-discrete filter design for nonlinear stochastic systems |
|---|---|
| Autor: | Šimandl, M. ; Švácha, J. |
| Jazyk publikace: | anglicky |
| Datum vydání: | 26.5.2003 |
| Rok vydání: | 2003 |
| Typ publikace: | Stať ve sborníku |
| Název časopisu / knihy: | Proceedings of International Carpathian Control Conference |
| Strana: | 582 - 585 |
| ISBN: | 80-7099-509-2 |
| Nakladatel: | Technical University |
| Místo vydání: | Košice |
| Datum: | 26.5.2003 - 29.5.2003 |
Klíčová slova
nonlinear continuous stochastic systems, nonlinear filters, state estimation, Fokker-Planck equation, numerical solution
BibTeX
@INPROCEEDINGS{SimandlM_2003_Numericalapproachto,
author = {\v{S}imandl, M. and \v{S}v\'{a}cha, J.},
title = {Numerical approach to continuous-discrete filter design for nonlinear stochastic systems},
year = {2003},
publisher = {Technical University },
journal = {Proceedings of International Carpathian Control Conference},
address = {Ko\v{s}ice},
pages = {582-585},
ISBN = {80-7099-509-2},
url = {http://www.kky.zcu.cz/en/publications/SimandlM_2003_Numericalapproachto},
}