bibtype C - Conference Paper (international conference)
ARLID 0519515
utime 20240103223415.7
mtime 20200113235959.9
SCOPUS 85081289223
DOI 10.1109/ISSPIT47144.2019.9001829
title (primary) (eng) Bayesian Filtering for States Uniformly Distributed on a Parallelotopic Support
specification
page_count 6 s.
media_type P
serial
ARLID cav_un_epca*0519792
ISBN 978-1-7281-5341-4
title Proceedings of the IEEE International Symposium on Signal Processing and Information Technology 2019 (ISSPIT 2019)
publisher
place Piscataway
name IEEE
year 2019
keyword Bayesian filtering
keyword uniform distribution on a parallelotopic support (UPS)
keyword local approximation
keyword Kullback-Leibler divergence
author (primary)
ARLID cav_un_auth*0101119
name1 Jirsa
name2 Ladislav
institution UTIA-B
full_dept (cz) Adaptivní systémy
full_dept (eng) Department of Adaptive Systems
department (cz) AS
department (eng) AS
full_dept Department of Adaptive Systems
fullinstit Ústav teorie informace a automatizace AV ČR, v. v. i.
author
ARLID cav_un_auth*0382598
name1 Kuklišová Pavelková
name2 Lenka
institution UTIA-B
full_dept (cz) Adaptivní systémy
full_dept Adaptive Systems
department (cz) AS
department AS
full_dept Department of Adaptive Systems
country CZ
garant K
fullinstit Ústav teorie informace a automatizace AV ČR, v. v. i.
author
ARLID cav_un_auth*0370768
name1 Quinn
name2 Anthony
institution UTIA-B
full_dept (cz) Adaptivní systémy
full_dept Adaptive Systems
department (cz) AS
department AS
full_dept Department of Adaptive Systems
country IE
fullinstit Ústav teorie informace a automatizace AV ČR, v. v. i.
source
url http://library.utia.cas.cz/separaty/2019/AS/jirsa-0519515.pdf
cas_special
project
ARLID cav_un_auth*0362986
project_id GA18-15970S
agency GA ČR
country CZ
abstract (eng) This paper contributes to the literature on Bayesian filtering in the case where the processes driving the states and observations are uniformly distributed on finite intervals. We introduce the class of uniform distributions on parallelotopic supports (UPS). We derive optimal local distributional projections (i.e. approximations) within this UPS class-in the sense of minimum Kullback-Leibler divergence-of the outputs of the data and time updates of filtering. We demonstrate that the UPS class provides a tighter approximation (and therefore more precise inferences) than a previously reported approximation on orthotopic supports. It does this, while still achieving bounded complexity in the resulting recursive filtering algorithm. The comparative performance of the UPS-closed filtering algorithm is explored-via both Bayesian and frequentist performance measures-as a function of signal-to-noise ratio and state dimension in a position-velocity system.
action
ARLID cav_un_auth*0387099
name IEEE International Symposium on Signal Processing and Information Technology 2019 (ISSPIT 2019)
dates 20191210
mrcbC20-s 20191212
place Ajman
country AE
RIV BB
FORD0 20000
FORD1 20200
FORD2 20205
reportyear 2020
num_of_auth 3
presentation_type PR
inst_support RVO:67985556
permalink http://hdl.handle.net/11104/0304778
mrcbC61 1
cooperation
ARLID cav_un_auth*0387100
name Trinity College, Dublin
institution TCD
country IE
confidential S
arlyear 2019
mrcbU14 85081289223 SCOPUS
mrcbU24 PUBMED
mrcbU34 WOS
mrcbU63 cav_un_epca*0519792 Proceedings of the IEEE International Symposium on Signal Processing and Information Technology 2019 (ISSPIT 2019) 978-1-7281-5341-4 Piscataway IEEE 2019