Density Approximation Error Assessment and Compensation in Point-Mass Filter

被引:0
|
作者
Matousek, J. [1 ]
Dunik, J. [1 ]
Straka, O. [1 ]
Blasch, E. [2 ]
机构
[1] Univ West Bohemia, Dept Cyber, Univ 8, Plzen 30614, Czech Republic
[2] Air Force Res Lab, Rome, NY 13441 USA
关键词
State estimation; Point-mass filter; Density approximation; Approximation error; DESIGN;
D O I
暂无
中图分类号
TP18 [人工智能理论];
学科分类号
081104 ; 0812 ; 0835 ; 1405 ;
摘要
This paper deals with the state estimation of non-linear stochastic dynamic systems with an emphasis on a probability density function approximation used by point-mass filters. Approximation error of the standard point-mass density is analysed and quantified, and a novel point-mass density approximation with inherent approximation error minimisation is developed. The properties of the proposed point-mass are theoretically analysed and numerically illustrated.
引用
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页数:7
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