Web projektu DAR

Research Centre
Data - Algorithms - Decision Making

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

Publications

Design of square-root derivative-free smoothers

Typ:

Conference paper

Authors:

Duník J., Šimandl M.

Proceedings name:

Proceedings of the 7th International Ph.D. Workshop: Yound Generation Viewpoint

Year:

2006

Pages:

33-41

ISBN:

80-903834-1-6

Contact:

Ing. Jindřich Duník, Ph.D. (FAV Západočeská univerzita, katedra kybernetiky)

Keywords:

stochastic systems, nonlinear systems, state estimation

URL (www page):

http://as.utia.cz/phd2006

attachment1:

clanek_IPW06_JD.pdf [file]

attachment2:

prezentace_IPW06_JD.pdf [file]

Anotation:

Local state estimation approaches for nonlinear stochastic systems are considered. The derivative-free unscented transformation is introduced and used in the design of a local smoothing algorithm. Its numerical properties are discussed and improved by the derivation of the square-root smoothing algorithm. The numerical properties of proposed algorithms are illustrated in a numerical example.