Conference paper

Straka O., Flídr M., Duník J., Šimandl M., Blasch E.

Proceedings of the 13th International Conference on Information Fusion

Edinburgh, UK

2010

978-0-9824438-1-1

Ing. Ondřej Straka, Ph.D. (FAV Západočeská univerzita, katedra kybernetiky)

Nonlinear state and parameter estimation, Bayesian approach

clanek_FUSION10_OS.pdf [file]

prezentace_FUSION10_OS.pdf [file]

The goal of the article is to describe a software framework designed for nonlinear state estimation of discrete-time dynamic systems. The framework was designed with the aim to facilitate implementation, testing and use of various nonlinear state estimation methods. The main strength of the framework is its versatility due to the possibility of either structural or probabilistic model description. Besides the well-known basic nonlinear estimation methods such as the extended Kalman filter, the divided difference filters and the unscented Kalman filter, the framework implements the particle filter with advanced features. As the framework is designed on the object oriented basis, further extension by user-specified nonlinear estimation algorithms is extremely easy. The paper describes the individual components of the framework, their key features and use. The paper demonstrates easy and natural application of the framework in target tracking which is illustrated in two examples - tracking a ship with unknown control and tracking three targets based on raw data.