Oct. 19 2010 2:00PM

Oct. 19 2010 3:00PM

The lecture will deal with numerical integrations methods with a focus on
their utilization in local nonlinear filtering methods. Traditionally, the
integrals are numerically solved by deterministic rules such as the Gauss-
Hermit rule or the unscented transformation or stochastic rules such as the
perfect Monte Carlo or the importance sampling. In the lecture, an interesting
alternative to these techniques will be introduced, which represents a
compromise between deterministic and stochastic rules and takes advantage from
both groups. Its use in a local filtering method will be shown and illustrated
in a numerical example.

Pravidelný seminář DAR na Katedře kybernetiky, FAV, ZČU v Plzni. (Contact person: Miroslav Flídr)