- News
- Subject and Goals
- Council and Annual Reports
- Contacts and Working Groups
- Lectures and Presentations
- Conferences and Seminars
- Publications
- Application Demos
- International Travels
- Visitors
- Past Events
- E-Synergy Login
SEARCH
MEMBERS OF RESEARCH CENTER
Research Centre
Data - Algorithms - Decision Making
Data - Algorithms - Decision Making
Established in 2005 under support of MŠMT ČR (project 1M0572)
Publications
Derivative-free estimation methods: New results and performance analysis
Typ:
Jornal article
Authors:
Name of journal:
Automatica
Batch:
45
Volume:
45
Year:
2009
Number:
7
Pages:
1749-1757
ISSN:
0005-1098
Keywords:
state estimation, estimation theory, filtering techniques
URL (www page):
attachment1:
clanek_Automatica09_JD.pdf [file]
Anotation:
The derivative-free nonlinear estimation methods exploiting the Stirling’s interpolation and the unscented transformation for discrete-time nonlinear stochastic systems are treated. The divided di erence and unscented filters, smoothers, and predictors based on the methods are introduced in the unified framework. The new relations among the first order Stirling’s interpolation, the second order Stirling’s interpolation, and the unscented transformation are derived and their impact on the covariance matrices of the state estimates of the corresponding filters is analysed. The theoretical results are illustrated and used for the explanation of the unexpected behaviour of the sigma point Gaussian sum filters given as a mixture of the derivative-free filters.