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Citation

Duník, J. and Šimandl, M. and Straka, O. and Král, L. : Performance analysis of derivative-free filters . Proceedings of 44th IEEE Conference on decision and control, and European control conference ECC'05, p. 1941-1946, IEEE, Seville, 2005.

Abstract

Nonlinear state estimation by the derivative-free Sigma Point Kalman Filters is treated. Particularly, impact of the derivative-free Kalman filters on estimation quality of the Sigma Point Gaussian Sum Filters is discussed. New relations between the Unscented Kalman Filter and the Divided Difference Filters are derived. The main stress is laid on the covariance matrixes which have crucial role for the behaviour explanation of the Sigma Point Gaussian Sum Filters. The theoretical results are illustrated in some numerical examples.

Detail of publication

Title: Performance analysis of derivative-free filters
Author: Duník, J. ; Šimandl, M. ; Straka, O. ; Král, L.
Language: English
Date of publication: 12 Dec 2005
Year: 2005
Type of publication: Papers in proceedings of reviewed conferences
Title of journal or book: Proceedings of 44th IEEE Conference on decision and control, and European control conference ECC'05
Page: 1941 - 1946
ISBN: 0-7803-9568-9
Publisher: IEEE
Address: Seville
Date: 12 Dec 2005 - 15 Dec 2005
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Keywords

state estimation, Kalman filtering

BibTeX

@INPROCEEDINGS{DunikJ_2005_Performanceanalysis,
 author = {Dun\'{i}k, J. and \v{S}imandl, M. and Straka, O. and Kr\'{a}l, L.},
 title = {Performance analysis of derivative-free filters},
 year = {2005},
 publisher = {IEEE},
 journal = {Proceedings of 44th IEEE Conference on decision and control, and European control conference ECC'05},
 address = {Seville},
 pages = {1941-1946},
 ISBN = {0-7803-9568-9},
 url = {http://www.kky.zcu.cz/en/publications/DunikJ_2005_Performanceanalysis},
}