Accurate Density-Weighted Convolution for Point-Mass Filter and Predictor
| dc.contributor.author | Duník, Jindřich | |
| dc.contributor.author | Straka, Ondřej | |
| dc.contributor.author | Matoušek, Jakub | |
| dc.contributor.author | Brandner, Marek | |
| dc.date.accessioned | 2022-02-28T11:00:21Z | |
| dc.date.available | 2022-02-28T11:00:21Z | |
| dc.date.issued | 2021 | |
| dc.description.abstract-translated | This paper deals with the Bayesian state estimation of nonlinear stochastic dynamic systems. The stress is laid on the numerical solution to the Chapman-Kolmogorov equation, which governs the prediction step of the point-mass filter and predictor, using the convolution. A novel density-weighted convolution is proposed, which provides an accurate predictive probability density function even for models with small state noise, where the standard solution fails. Two implementations of the solution are proposed, theoretically analyzed, and evaluated in a numerical study. | en |
| dc.format | 11 s. | cs |
| dc.format.mimetype | application/pdf | |
| dc.identifier.citation | DUNÍK, J. STRAKA, O. MATOUŠEK, J. BRANDNER, M. Accurate Density-Weighted Convolution for Point-Mass Filter and Predictor. IEEE Transactions on Aerospace and Electronic Systems, 2021, roč. 57, č. 6, s. 3574-3584. ISSN: 0018-9251 | cs |
| dc.identifier.document-number | 725819700005 | |
| dc.identifier.doi | 10.1109/TAES.2021.3079568 | |
| dc.identifier.issn | 0018-9251 | |
| dc.identifier.obd | 43933468 | |
| dc.identifier.uri | 2-s2.0-85105868526 | |
| dc.identifier.uri | http://hdl.handle.net/11025/47006 | |
| dc.language.iso | en | en |
| dc.project.ID | SGS-2019-020/Rozvoj a využití kybernetických systémů identifikace, diagnostiky a řízení 4 | cs |
| dc.publisher | IEEE | en |
| dc.relation.ispartofseries | IEEE Transactions on Aerospace and Electronic Systems | en |
| dc.rights | Plný text je přístupný v rámci univerzity přihlášeným uživatelům. | cs |
| dc.rights | © IEEE | en |
| dc.rights.access | restrictedAccess | en |
| dc.subject.translated | state estimation | en |
| dc.subject.translated | Bayesian inference | en |
| dc.subject.translated | nonlinear systems | en |
| dc.subject.translated | point-mass filter | en |
| dc.title | Accurate Density-Weighted Convolution for Point-Mass Filter and Predictor | en |
| dc.type | článek | cs |
| dc.type | article | en |
| dc.type.status | Peer-reviewed | en |
| dc.type.version | publishedVersion | en |