Web projektu DAR

Research Centre
Data - Algorithms - Decision Making

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

Publications

A Hybrid Filtering Methodology for Nonlinear Estimation

Typ:

Conference paper

Authors:

Hofman R., Dedecius K.

Proceedings name:

Abstracts of Contributions to 6th International Workshop on Data-Algorthms-Decision Making

Publisher:

ÚTIA AV ČR, v.v.i

Serie:

Praha

Year:

2010

Contact:

Ing. Radek Hofman (ÚTIA - Oddělení adaptivních systémů)

Keywords:

hybrid filtering, particle filter, ensemble Kalman filter

Anotation:

We are concerned with Bayesian estimation of a discrete stochastic process governed by a nonlinear model. We employ marginalized particle filter, which is also known as Rao-Blackwellised particle filter, for on-line tuning of nuisance parameters of analytical filters.