Skip to content

Publications

Detail of publication

Citation

Duník, J. and Šimandl, M. and Straka, O. and Král, L. : Performance analysis of derivative-free filters . Proceedings of the IEEE Conference on Decision & Control, including the Symposium on Adaptive Processes, p. 1941-1946, 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: 1 Jan 2005
Year: 2005
Type of publication: Papers in journals
Title of journal or book: Proceedings of the IEEE Conference on Decision & Control, including the Symposium on Adaptive Processes
Page: 1941 - 1946
ISBN: 0191-2216
/ /

Keywords

state estimation, Kalman filtering

BibTeX

@ARTICLE{DunikJ_2005_Performanceanalysis_1,
 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},
 journal = {Proceedings of the IEEE Conference on Decision & Control, including  the Symposium on Adaptive Processes},
 pages = {1941-1946},
 ISBN = { 0191-2216},
 url = {http://www.kky.zcu.cz/en/publications/DunikJ_2005_Performanceanalysis_1},
}