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Citation

Straka Ondřej and Šimandl Miroslav : Sequential Monte Carlo Method For State Estimation Of Nonlinear Non-Gaussian Systems . Současné trendy v technické kybernetice, vol. ;, p. 29-37, VŠB - Technická univerzita, Čeladná, 2008.

Abstract

The paper deals with state estimation of nonlinear non-Gaussian stochastic systems and focuses on the sequential Monte Carlo method for computation of probability density function of the state conditioned by the measurement. The method has become a popular tool for state estimation since the 1990's and represents an alternative to the standard numerical methods for solution of the Bayesian recursive relations. Although the idea of the method is very simple, there are many issues necessary to be specified before application of the method. Therefore, the goal of the paper is to provide a survey and recommendation for these specifications.

Detail of publication

Title: Sequential Monte Carlo Method For State Estimation Of Nonlinear Non-Gaussian Systems
Author: Straka Ondřej ; Šimandl Miroslav
Language: English
Year: 2008
Type of publication: Papers in proceedings of reviewed conferences
Title of journal or book: Současné trendy v technické kybernetice
Číslo vydání: ;
Page: 29 - 37
ISBN: 978-80-248-1812-2
Publisher: VŠB - Technická univerzita
Address: Čeladná
Date: 12 Sep 2008
2011-03-15 16:21:32 / 2011-03-15 16:21:32 / 1

Keywords

nonlinear state estimation, nonlinear systems, Monte Carlo method, particle filter, sample size, sampling density, resampling

BibTeX

@INPROCEEDINGS{StrakaOndrej_2008_SequentialMonte,
 author = {Straka Ond\v{r}ej and \v{S}imandl Miroslav},
 title = {Sequential Monte Carlo Method For State Estimation Of Nonlinear Non-Gaussian Systems},
 year = {2008},
 publisher = {V\v{S}B - Technick\'{a} univerzita},
 journal = {Sou\v{c}asn\'{e} trendy v technick\'{e} kybernetice},
 address = {\v{C}eladn\'{a}},
 volume = {;},
 pages = {29-37},
 ISBN = {978-80-248-1812-2},
 url = {http://www.kky.zcu.cz/en/publications/StrakaOndrej_2008_SequentialMonte},
}