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

Lectures and Presetations

Point-mass method in nonlinear filtering.

Lecturer:
From:
May. 15 2007 2:00PM
To:
May. 15 2007 3:00PM
Place:
místnost č. 474, ÚTIA AV ČR
Description:
The state estimation problem of stochastic nonlinear non-Gaussian dynamic system will be considered. The stress will be laid on numerical solution of the Bayesian recursive relations by the point-mass approach and its aspects. Particularly, the problem of the grid design will be discussed. Single-grid and multi-grid designs together with splitting and merging techniques for multi-grid design will be presented. Illustrative examples will be shown to provide a better insight into the grid design procedure.
 
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