Web projektu DAR

Research Centre
Data - Algorithms - Decision Making

Established in 2005 under support of MŠMT ČR (project 1M0572)

Publications

Sigma point gaussian sum filter design using square root unscented filters.

Typ:

Conference paper

Authors:

Šimandl M., Duník J.

Proceedings name:

Preprints of the 16th IFAC World Congress

Serie:

Prague

Year:

2005

Contact:

prof. Ing. Miroslav Šimandl, CSc. (FAV Západočeská univerzita, katedra kybernetiky)

Keywords:

stochastic systems, state estimation, estimation theory

URL (www page):

http://www.ifac.cz

attachment1:

clanek_IFAC05_JD.pdf [file]

attachment2:

prezentace_IFAC05_JD.pdf [file]

Anotation:

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. Estimation quality and computational demands of the filter are illustrated in a numerical example.