0466448 20240103213049.220161206235959.9 84997787314 000403462300006 10.1002/acs.2739 15 s. P cav_un_epca*02567720890-6327316 (2017)938-952Wiley filtering nonlinear filters Bayesian filtering sequential Monte Carlo approximate filtering cav_un_auth*0242543 Dedecius Kamil UTIA-B Adaptivní systémy Department of Adaptive Systems AS AS Department of Adaptive Systems CZ Ústav teorie informace a automatizace AV ČR, v. v. i. http://library.utia.cas.cz/separaty/2016/AS/dedecius-0466448.pdf cav_un_auth*0303543 GP14-06678P GA ČR CZ Standard Bayesian algorithms used for online filtering of states of hidden Markov models from noisy measurements assume an accurate knowledge of the measurement model in the form of a conditional probability density function. However, this knowledge is often unreachable in practice, and the used models are more or less misspecified, or it is too complex, making the resulting models intractable. This paper focuses on these issues from the particle filtering perspective. It adopts the principles of the approximate Bayesian filtering, where the particle weights are based on the (dis)similarity of the true measurements and the pseudo-measurements obtained by plugging the state particles directly into the measurement equation. Specifically, a new robust method for online tuning of the weighting kernel is proposed. BB 10000 10100 10103 2018 1 4 A hod 4ah 20231122142047.6 RVO:67985556 http://hdl.handle.net/11104/0265788 1 Department of Adaptive Systems UTIA-B 10200 COMPUTER SCIENCE, THEORY & METHODS S 3+4 Article Automation Control Systems|Engineering Electrical Electronic 3+4 Article Automation Control Systems|Engineering Electrical Electronic 3+4 Article Automation Control Systems|Engineering Electrical Electronic AUTOMATION&CONTROLSYSTEMS|ENGINEERING.ELECTRICAL&ELECTRONIC 2.168 0.805 5.5 0.00355 0.638 1824 0.915 1.874 113 Q2 49.11 52.6 Q3 Q1 0.76 Q2 55.192 2017 Soubory v repozitáři: dedecius-0466448.pdf 84997787314 SCOPUS PUBMED 000403462300006 WOS cav_un_epca*0256772 International Journal of Adaptive Control and Signal Processing 0890-6327 1099-1115 Roč. 31 č. 6 2017 938 952 Wiley