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Citation

Královec, J. and Šimandl, M. : Numerical solution of filtering problem with multimodal densities . Proceedings of the 16th IFAC World Congress, vol. 1, p. 242-247, Elsevier, Oxford, 2006.

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: 2006
Type of publication: Book Chapters
Title of journal or book: Proceedings of the 16th IFAC World Congress
Číslo vydání: 1
Page: 242 - 247
ISBN: 0-08-045108-X
Publisher: Elsevier
Address: Oxford
Date: 3 Jul 2005 - 8 Jul 2005
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Keywords

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

BibTeX

@INBOOK{KralovecJ_2006_Numericalsolutionof,
 author = {Kr\'{a}lovec, J. and \v{S}imandl, M.},
 title = {Numerical solution of filtering problem with multimodal densities},
 year = {2006},
 publisher = {Elsevier},
 journal = {Proceedings of the 16th IFAC World Congress},
 address = {Oxford},
 volume = {1},
 pages = {242-247},
 ISBN = {0-08-045108-X},
 url = {http://www.kky.zcu.cz/en/publications/KralovecJ_2006_Numericalsolutionof},
}