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Citation
: Distance-based pruning for Gaussian sum method in non-Gaussian system state estimation . Modelling, identification and control, Intelligent Systems and Control 2005, p. 96-101, ACTA Press, Anaheim, 2005.
Abstract
State estimation of the non-Gaussian systems by the Gaus- sian sum method is treated. The distance-based pruning technique is designed for an approximation of the filtering probability density function given by a weighted sum of Gaussian distributions. The technique measures signif- icance of each term of the sum using the Lissack-Fu dis- tance between the approximate filtering probability den- sity function and the filtering probability density function and prunes the insignificant terms. The paper also pro- poses a thrifty implementation of the developed technique. The distance-based pruning technique provides high ap- proximation quality in comparison with other approxima- tion techniques, moreover it achieves low computational demands as it is illustrated in a numerical example.
Detail of publication
| Title: | Distance-based pruning for Gaussian sum method in non-Gaussian system state estimation |
|---|---|
| Author: | Straka, O. ; Šimandl, M. |
| Language: | English |
| Date of publication: | 31 Oct 2005 |
| Year: | 2005 |
| Type of publication: | Papers in journals |
| Title of journal or book: | Modelling, identification and control |
| Series: | Intelligent Systems and Control 2005 |
| Page: | 96 - 101 |
| ISBN: | 1025-8973 |
| Publisher: | ACTA Press |
| Address: | Anaheim |
| Date: | 31 Oct 2005 - 2 Nov 2005 |
Keywords
stochastic systems, nonlinear estimation, Gaussian sum, pruning, merging, probability density function
BibTeX
@ARTICLE{StrakaO_2005_Distance-based_1,
author = {Straka, O. and \v{S}imandl, M.},
title = {Distance-based pruning for Gaussian sum method in non-Gaussian system state estimation},
year = {2005},
publisher = {ACTA Press},
journal = {Modelling, identification and control},
address = {Anaheim},
pages = {96-101},
series = {Intelligent Systems and Control 2005},
ISBN = {1025-8973},
url = {http://www.kky.zcu.cz/en/publications/StrakaO_2005_Distance-based_1},
}