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Citation

Duník Jindřich and Šimandl Miroslav and Straka Ondřej : Adaptive Choice of Scaling Parameter in Derivative-Free Local Filters . Proceedings of the 13th International Conference on Information Fusion, Edinburgh, UK, 2010.

Abstract

The paper deals with adaptive choice of the scaling parameter in derivative-free local filters. In the last decade several novel local derivative-free filtering methods have been proposed. These methods exploiting Stirling?s interpolation and the unscented transformation are, however, conditioned by specification of a scaling parameter significantly influencing the quality of the state estimate. Surprisingly, almost no attention has been devoted to a suitable choice of the parameter. In fact, only a few basic recommendations have been provided, which are rather general and do not respect the particular system description. The choice of the parameter thus remains mainly on a user. The goal of the paper is to provide a technique for adaptive choice of the scaling parameter of the derivative-free local filters.

Detail of publication

Title: Adaptive Choice of Scaling Parameter in Derivative-Free Local Filters
Author: Duník Jindřich ; Šimandl Miroslav ; Straka Ondřej
Language: English
Year: 2010
Type of publication: Papers in proceedings of reviewed conferences
Title of journal or book: Proceedings of the 13th International Conference on Information Fusion
Address: Edinburgh, UK
Date: 29 Jul 2010
2011-03-15 16:21:54 / 2011-03-15 16:21:54 / 1

Keywords

state estimation, nonlinear filtering, Kalman filtering

BibTeX

@INPROCEEDINGS{DunikJindrich_2010_AdaptiveChoiceof,
 author = {Dun\'{i}k Jind\v{r}ich and \v{S}imandl Miroslav and Straka Ond\v{r}ej},
 title = {Adaptive Choice of Scaling Parameter in Derivative-Free Local Filters},
 year = {2010},
 journal = {Proceedings of the 13th International Conference on Information Fusion},
 address = {Edinburgh, UK},
 url = {http://www.kky.zcu.cz/en/publications/DunikJindrich_2010_AdaptiveChoiceof},
}