Web projektu DAR

Research Centre
Data - Algorithms - Decision Making

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

Publications

Performance analysis of derivative-free filters

Typ:

Conference paper

Authors:

Duník J., Šimandl M., Straka O., Král L.

Proceedings name:

Proceedings of the 44th IEEE Conference on Decision and Control, and European Control Conference ECC'05

Serie:

Seville, Spain

Year:

2005

Pages:

1941-1946

ISBN:

0-7803-9568-9

ISSN:

0191-2216

Contact:

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

URL (www page):

http://www.esi2.us.es/~cdcecc05/

attachment1:

clanek_CDCECC05_JD.pdf [file]

attachment2:

prezentace_CDCECC05_JD.pdf [file]

Anotation:

Nonlinear state estimation by the derivative-free Sigma Point Kalman Filters is treated. Particularly, impact of the derivative-free Kalman filters on estimation quality of the Sigma Point Gaussian Sum Filters is discussed. New relations between the Unscented Kalman Filter and the Divided Difference Filters are derived. The main stress is laid on the covariance matrixes which have crucial role for the behaviour explanation of the Sigma Point Gaussian Sum Filters. The theoretical results are illustrated in some numerical examples.