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Citation

Šimandl, M. and Straka, O. and Flídr, M. and Švácha, J. and Duník, J. : Nonlinear filtering methods: basic approaches and software package . Multiple participant decision making, p. 1-13, Prague, 2004.

Abstract

General solution of the estimation problem using Bayessian approach and leading to Bayessian recursive relations is described. Local estimation methods using analytical and numerical approach to solution of the relations and global estimation methods using analytical, numerical and simulation approaches are discussed. Software package for state estimation of discrete time dynamic stochastic system is developed and treated. It contains procedures for system design, system simulation, estimator setup and state estimation. The package is designed to be easily supplied with user defined estimators and thus it is suitable for estimator testing and quality comparison for different estimators. Usage of the nonlinear filtering software package is illustrated in a numerical example.

Detail of publication

Title: Nonlinear filtering methods: basic approaches and software package
Author: Šimandl, M. ; Straka, O. ; Flídr, M. ; Švácha, J. ; Duník, J.
Language: English
Date of publication: 12 May 2004
Year: 2004
Type of publication: Papers in proceedings of reviewed conferences
Title of journal or book: Multiple participant decision making
Page: 1 - 13
Address: Prague
Date: 12 May 2004 - 14 May 2004
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Keywords

state estimation, nonlinear systems, estimation algorithms, software package

BibTeX

@INPROCEEDINGS{SimandlM_2004_Nonlinearfiltering,
 author = {\v{S}imandl, M. and Straka, O. and Fl\'{i}dr, M. and \v{S}v\'{a}cha, J. and Dun\'{i}k, J.},
 title = {Nonlinear filtering methods: basic approaches and software package},
 year = {2004},
 journal = {Multiple participant decision making},
 address = {Prague},
 pages = {1-13},
 url = {http://www.kky.zcu.cz/en/publications/SimandlM_2004_Nonlinearfiltering},
}