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Citation

Šimandl, M. and Duník, J. : Sigma point Gaussian sum filter design using square root unscented filters . Preprints of the 16th IFAC world congress, p. 1-6, IFAC, Prague, 2005.

Abstract

Local and global estimation approaches are discussed, above all the Unscented Kalman Filter and the Gaussian Sum Filter. The square root modification of the Unscented Kalman Filter is derived and it is used in the Gaussian Sum Filter framework. The new Sigma Point Gaussian Sum Filter is designed and some aspects of the filter are presented. The estimation quality and computational demands of the designed filter are illustrated in a numerical example.

Detail of publication

Title: Sigma point Gaussian sum filter design using square root unscented filters
Author: Šimandl, M. ; Duník, J.
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, estimation theory, filtering techniques, nonlinear filters

BibTeX

@INPROCEEDINGS{SimandlM_2005_SigmapointGaussian,
 author = {\v{S}imandl, M. and Dun\'{i}k, J.},
 title = {Sigma point Gaussian sum filter design using square root unscented filters},
 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/SimandlM_2005_SigmapointGaussian},
}