Efficient adaptation of design parameters of derivative-free filters
- Autores: Šimandl M.1, Straka O.1, Duník J.1
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Afiliações:
- University of West Bohemia
- Edição: Volume 77, Nº 2 (2016)
- Páginas: 261-276
- Seção: Topical Issue
- URL: https://journals.rcsi.science/0005-1179/article/view/150221
- DOI: https://doi.org/10.1134/S0005117916020041
- ID: 150221
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Resumo
The paper deals with state estimation of nonlinear discrete time stochastic dynamic systems with a focus on derivative-free filters. Design parameters of the filters are treated and an efficient way for their adaptation is proposed. The efficiency is based on observing a degree of nonlinearity of the nonlinear state and measurement functions at the working point by means of a non-Gaussianity measure. The adaptation is executed only if the nonlinearity is severe and the design parameter adaptation may bring a significant improvement of the estimate quality. Otherwise the adaptation is switched off to keep computational complexity of the filter low. The developed algorithm is illustrated using a numerical example of bearings-only target tracking.
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Sobre autores
M. Šimandl
University of West Bohemia
Email: straka30@kky.zcu.cz
Tchéquia, Pilsen
O. Straka
University of West Bohemia
Autor responsável pela correspondência
Email: straka30@kky.zcu.cz
Tchéquia, Pilsen
J. Duník
University of West Bohemia
Email: straka30@kky.zcu.cz
Tchéquia, Pilsen
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