Konferenční příspěvek

Duník J., Šimandl M., Straka O.

Proceedings of the 13th International Conference on Information Fusion

Edinburgh, UK

2010

978-0-9824438-1-1

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

state estimation, nonlinear filtering, Kalman filtering

clanek_FUSION10_JD.pdf [file]

prezentace_FUSION10_JD.pdf [file]

The paper deals with adaptive choice of the saling parameter in derivative-free local filters. In the last decade several novel local derivative-free filtering methods have been proposed. These methods exploiting Stirling’s interpolation and the unscented transformation are, however, conditioned by specification of a scaling parameter significantly influencing the quality of the state estimate. Surprisingly, almost no attention has been devoted to a suitable choice of the parameter. In fact, only a few basic recommendations have been provided, which are rather general and do not respect the particular system description. The choice of the parameter thus remains mainly on a user. The goal of the paper is to provide a technique for adaptive choice of the scaling parameter of the derivative-free local filters.