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Citation

Šimandl, M. and Královec, J. and Söderström, T. : Anticipative grid design in point-mass approach to nonlinear state estimation . IEEE Transaction on Automatic Control, 47, vol. 4, p. 699-702, 2002.

Abstract

Numerical solution of the Bayesian recursive relations by the point mass approach is treated. The stress is laid on the grid design as the main user design problem in this aproach. An anticipative approach for finding a minimum sufficient number of grid points is developed, yielding a new adaptive algorithm reducing the computational operations without a loss of estimation accuracy. A numerical example is presented to compare the new algorithm with the standard point mass technique and with a sequential importance sampling nonlinear filtering algorithm.

Detail of publication

Title: Anticipative grid design in point-mass approach to nonlinear state estimation
Author: Šimandl, M. ; Královec, J. ; Söderström, T.
Language: English
Date of publication: 1 Jan 2002
Year: 2002
Type of publication: Papers in journals
Title of journal or book: IEEE Transaction on Automatic Control
Series: 47
Číslo vydání: 4
Page: 699 - 702
ISBN: 0018-9286
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Keywords

nonlinear filters, stochastic system

BibTeX

@ARTICLE{SimandlM_2002_Anticipativegrid,
 author = {\v{S}imandl, M. and Kr\'{a}lovec, J. and S?derstr?m, T.},
 title = {Anticipative grid design in point-mass approach to nonlinear state estimation},
 year = {2002},
 journal = {IEEE Transaction on Automatic Control},
 volume = {4},
 pages = {699-702},
 series = {47},
 ISBN = {0018-9286},
 url = {http://www.kky.zcu.cz/en/publications/SimandlM_2002_Anticipativegrid},
}