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Citation

Královec, J. and Šimandl, M. : Numerical solution of filtering problem with multimodal densities . Preprints of the 16th IFAC world congress, p. 1-6, IFAC, Prague, 2005.

Abstract

Numerical solution of filtering problem for nonlinear stochastic systems is treated. The aim is to improve the point-mass method for multimodal probability density functions of state. The main innovation items concern grid update, namely covering a nonnegligible probability density function support and merging grids in multigrid design. Comparing to the standard point-mass algorithm, the new boundary-based grid placement technique maintains estimation quality and the merging technique decreases computational demands for multimodal densities.

Detail of publication

Title: Numerical solution of filtering problem with multimodal densities
Author: Královec, J. ; Šimandl, M.
Language: English
Date of publication: 3 Jul 2005
Year: 2005
Type of publication: Papers in proceedings of reviewed conferences
Title of journal or book: Preprints of the 16th IFAC world congress
Page: 1 - 6
Publisher: IFAC
Address: Prague
Date: 3 Jul 2005 - 8 Jul 2005
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Keywords

stochastic systems, state estimation, nonlinear filters, probability density function, estimation algorithms

BibTeX

@INPROCEEDINGS{KralovecJ_2005_Numericalsolutionof,
 author = {Kr\'{a}lovec, J. and \v{S}imandl, M.},
 title = {Numerical solution of filtering problem with multimodal densities},
 year = {2005},
 publisher = {IFAC},
 journal = {Preprints of the 16th IFAC world congress},
 address = {Prague},
 pages = {1-6},
 url = {http://www.kky.zcu.cz/en/publications/KralovecJ_2005_Numericalsolutionof},
}