Abstract
The paper deals with the state estimation of nonlinear stochastic dynamic systems. The stress is laid on the assessment of the estimate error, which is caused by the violation of the estimator design assumptions. The assessment is based on measures comparing estimators actual working conditions and the assumptions under which the estimators have been proposed. In particular, the measures of nonlinearity and non-Gaussianity are discussed. The measures are briefly introduced and selected typical representatives are detailed with respect to their implementation. Performance of the measures is evaluated in the framework of the Gaussian filters in a numerical study.
Original language | English |
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Title of host publication | 20th International Conference on Information Fusion, Fusion 2017 - Proceedings |
Publisher | IEEE |
Pages | 564-573 |
Number of pages | 10 |
ISBN (Electronic) | 9780996452700 |
DOIs | |
Publication status | Published - 11 Aug 2017 |
MoE publication type | A4 Conference publication |
Event | International Conference on Information Fusion - Xian, China, Xian, China Duration: 10 Jul 2017 → 13 Jul 2017 Conference number: 20 http://www.fusion2017.org/ |
Conference
Conference | International Conference on Information Fusion |
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Abbreviated title | FUSION |
Country/Territory | China |
City | Xian |
Period | 10/07/2017 → 13/07/2017 |
Internet address |
Keywords
- Measures of nonlinearity and non-Gaussianity
- Non-Gaussian filtering
- Nonlinear filtering