| Title: | Design of Rao-Blackwellized Point-Mass Smoother for Conditionally Linear and Gaussian Models |
| Authors: | Duník, Jindřich Straka, Ondřej |
| Citation: | DUNÍK, J. ., STRAKA, O. . Design of Rao-Blackwellized Point-Mass Smoother for Conditionally Linear and Gaussian Models. IEEE Transactions on Signal Processing, 2019, roč. 67, č. 23, s. 6053-6066. ISSN 1053-587X. |
| Issue Date: | 2019 |
| Publisher: | IEEE |
| Document type: | článek article |
| URI: | 2-s2.0-85075644300 http://hdl.handle.net/11025/36617 |
| ISSN: | 1053-587X |
| Keywords in different language: | state estimation, nonlinear filters, point-mass method |
| Abstract: | Článek je věnován odhadu stavu stochastických dynamických systémů. Důraz je v článku kladen numerické řešení funkcionálních rekuzivních vztahů a je navržen nový výpočetně úsporný algoritmus pro redrodikci stavu. Navržený algoritmus je vhodný pro širokou třídu podmíněně lineárních modelů, které se vyskytují v úloze navigace. V článku jsou detailně diskutovány a numericky ilustrovány vlastnosti algoritmu. |
| Abstract in different language: | This paper deals with the state estimation of nonlinear stochastic dynamic systems. Stress is laid on the numerical solution to the functional recursive relations providing conditional probability density functions of the state. In particular, a novel Rao-Blackwellized point-mass smoother with two implementations is proposed for conditionally linear and Gaussian state-space models, where part of the state vector is estimated by a computationally expensive point-mass smoother, whereas the remaining part of the state vector by a set of computationally efficient linear smoothers. Such decomposition results in a computationally less demanding smoother than the standard point-mass smoother for the considered models. The properties of the proposed smoother are discussed and its performance is numerically illustrated. |
| Rights: | Plný text je přístupný v rámci univerzity přihlášeným uživatelům. © IEEE |
| Appears in Collections: | Články / Articles (KKY) OBD |
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|---|---|---|---|
| clanek_IEEETSP_DS.pdf | 1,31 MB | Adobe PDF | View/Open Request a copy |
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