- Aktuality
- Předmět a cíle výzkumu
- Rada Centra a výroční zprávy
- Pracoviště a kontakty
- Přednášky
- Konference a semináře
- Publikace
- Ukázky aplikací
- Zahraniční cesty
- Hosté centra
- Minulé události
- Vstup do Synergy
VYHLEDÁVÁNÍ
PRACOVIŠTĚ CENTRA
Výzkumné centrum
Data - Algoritmy - Rozhodování
Data - Algoritmy - Rozhodování
Založeno v roce 2005 s podporou MŠMT ČR (projekt 1M0572)
Přednášky
Stochastic integration and local nonlinear filtering methods
Přednášející:
Od:
Oct. 19 2010 2:00PM
Do:
Oct. 19 2010 3:00PM
Místo:
KKY, FAV, ZČU v Plzni
Popis:
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.
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.
Kontaktní osoba:
V rámci akce:
Pravidelný seminář DAR na Katedře kybernetiky, FAV, ZČU v Plzni. (Kontaktní osoba: Miroslav Flídr)