This paper focuses on a decentralised nonlinear estimation problem in a multiple sensor network. The stress is laid on the optimal fusion of probability densities conditioned by different data. The probability density...
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This paper focuses on a decentralised nonlinear estimation problem in a multiple sensor network. The stress is laid on the optimal fusion of probability densities conditioned by different data. The probability density conditioned by the common data is supposed to be unavailable. The optimal fusion is elaborated in the particle filtering and differential Shannon entropy framework. The conversion of weighted particles into a continuous probability density function is performed implicitly by the time update. Further, the issue of sampling density proposal is explored. The proposed approach is illustrated in numerical examples.
The paper deals with a performance analysis of several local filters within three bearing-only tracking scenarios. Performance of the extended Kalman filter, unscented Kalman filter, unscented Kalman filter with adapt...
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The paper deals with a performance analysis of several local filters within three bearing-only tracking scenarios. Performance of the extended Kalman filter, unscented Kalman filter, unscented Kalman filter with adaptive scaling parameter, which represent generic filters, and the shifted Rayleigh filter, which is designed solely for the bearing-only tracking problem, is compared using the root mean square error, averaged normalized estimation error squared and non-credibility index. The simulations show that the unscented Kalman filter with adaptive scaling parameter achieves similar or even better performance than the shifted Rayleigh filter.
The problem of state estimation of nonlinear stochastic dynamic systems with nonlinear inequality constraints is treated. The paper focuses on a particle filtering approach, which provides an estimate of the state in ...
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The problem of state estimation of nonlinear stochastic dynamic systems with nonlinear inequality constraints is treated. The paper focuses on a particle filtering approach, which provides an estimate of the state in the form of a probability density function. A new computationally efficient particle filter for the constrained estimation problem is proposed. The importance function of the particle filter is generated by the unscented Kalman filter that is supplemented with a designed truncation technique to accommodate the constraint. The proposed filter is illustrated in a numerical example.
Abstract The article deals with the optimal control of a linear discrete stochastic state space system with uncertain parameters. The solution of this optimization problem leads to design of controllers with dual feat...
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Abstract The article deals with the optimal control of a linear discrete stochastic state space system with uncertain parameters. The solution of this optimization problem leads to design of controllers with dual features. Because the closed-form solution is hardly attainable a suitable suboptimal approaches has to be used. Many of the simpler approaches restrict the control horizon only to one step ahead and thus suffer from the myopic behavior. One way how to overcome this restriction is to use the partial certainty equivalence approximation of the joint probability density functions. The goal of this paper is to present a comparison of suboptimal adaptive dual control methods employing this approximation.
The paper deals with adaptive choice of the scaling parameter in derivative-free local filters. In the last decade several novel local derivative-free filtering methods have been proposed. These methods exploiting Sti...
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ISBN:
(纸本)9780982443811
The paper deals with adaptive choice of the scaling 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.
Optimal control of a linear discrete stochastic state space system with uncertain parameters is treated. The problem statement leads to design of a dual controllers. Unfortunately, except for few special cases it is n...
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The paper deals with adaptive choice of the scaling parameter in derivative-free local filters. In the last decade several novel local derivative-free filtering methods have been proposed. These methods exploiting Sti...
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The paper deals with adaptive choice of the scaling 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.
The paper deals with state estimation of nonlinear stochastic systems, where the state is subject to nonlinear equality constraints reflecting some physical or technological limitations. Usually, this problem of const...
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The paper deals with state estimation of nonlinear stochastic systems, where the state is subject to nonlinear equality constraints reflecting some physical or technological limitations. Usually, this problem of constrained state estimation is solved within the Kalman filtering framework. The goal of the paper is to provide a generalization of the solution to a multiplemodel multiple-constraint problem, where the two-step method for constraint application is adopted. In addition, the model weight computation is analyzed and a weight correction for the constrained estimation is proposed. The proposed method is illustrated in a numerical example.
The paper deals with state estimation for the track-before-detect approach using the particle filter. The focus is aimed at the track initiation proposal density of the particle filter which considerably affects estim...
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The goal of the article is to describe a software framework designed for nonlinear state estimation of discrete time dynamic systems. The framework was designed with the aim to facilitate implementation, testing and u...
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