Density Difference Grid Design in a Point-Mass Filter

Autor:	Jakub Matoušek, Jindřich Duník, Ondřej Straka
Jazyk:	angličtina
Rok vydání:	2020
Předmět:	state estimation nonlinear filtering nonlinear system point-mass method Technology
Zdroj:	Energies, Vol 13, Iss 16, p 4080 (2020)
Druh dokumentu:	article
ISSN:	1996-1073
DOI:	10.3390/en13164080
Popis:	The paper deals with the Bayesian state estimation of nonlinear stochastic dynamic systems. The stress is laid on the point-mass filter, solving the Bayesian recursive relations for the state estimate conditional density computation using the deterministic grid-based numerical integration method. In particular, the grid design is discussed and the novel density difference grid is proposed. The proposed grid design covers such regions of the state-space where the conditional density is significantly spatially varying, by the dense grid. In other regions, a sparse grid is used to keep the computational complexity low. The proposed grid design is thoroughly discussed, analyzed, and illustrated in a numerical study.
Databáze:	Directory of Open Access Journals
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