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Citation

Šimandl, M. and Duník, J. : Design of derivative-free smoothers and predictors . Preprints of the 14th IFAC Symposium on System Identification, p. 1-6, IFAC, Newcastle, 2006.

Abstract

Local state estimation approaches for nonlinear stochastic systems are treated. The unscented transformation and the Stirling's polynomial interpolation, used in the design of the derivative-free Kalman filters, are briefly discussed. These approximation techniques are exploited to the design of the derivative-free smoothers and predictors. Some aspects of the different types of the derivative-free smoothers are analysed. The estimation qualities of the proposed estimators are illustrated in a numerical example.

Detail of publication

Title: Design of derivative-free smoothers and predictors
Author: Šimandl, M. ; Duník, J.
Language: English
Date of publication: 29 Mar 2006
Year: 2006
Type of publication: Papers in proceedings of reviewed conferences
Title of journal or book: Preprints of the 14th IFAC Symposium on System Identification
Page: 1 - 6
Publisher: IFAC
Address: Newcastle
Date: 29 Mar 2006 - 31 Mar 2006
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Keywords

stochastic systems, nonlinear systems, state estimation, Kalman filtering, estimation theory

BibTeX

@INPROCEEDINGS{SimandlM_2006_Designof,
 author = {\v{S}imandl, M. and Dun\'{i}k, J.},
 title = {Design of derivative-free smoothers and predictors},
 year = {2006},
 publisher = {IFAC},
 journal = {Preprints of the 14th IFAC Symposium on System Identification},
 address = {Newcastle},
 pages = {1-6},
 url = {http://www.kky.zcu.cz/en/publications/SimandlM_2006_Designof},
}