5 papers
A Quantum Algorithm for the Diffusion Step of Grid-based Filter
Yeongkwon Choe, Chan Gook Park, JindÅich DunÃk +3
We propose a simple quantum algorithm for implementing the diffusion step of grid-based Bayesian filters. The method encodes the advected state density and the process noise densit…
Lagrangian Grid-based Estimation of Nonlinear Systems with Invertible Dynamics
JindÅich DunÃk, Jan KrejÄÃ, Jakub MatouÅ¡ek +2
This paper deals with the state estimation of non-linear and non-Gaussian systems with an emphasis on the numerical solution to the Bayesian recursive relations. In particular, thi…
Tensor Train Discrete Grid-Based Filters: Breaking the Curse of Dimensionality
J. MatouÅ¡ek, M. Brandner, J. DunÃk +1
This paper deals with the state estimation of stochastic systems and examines the possible employment of tensor decompositions in grid-based filtering routines, in particular, the…
Efficient Spectral Differentiation in Grid-Based Continuous State Estimation
Jakub Matousek, Jindrich Dunik, Marek Brandner
This paper deals with the state estimation of stochastic models with continuous dynamics. The aim is to incorporate spectral differentiation methods into the solution to the Fokker…
Data-Augmented Numerical Integration in State Prediction: Rule Selection
Jindrich Dunik, Ladislav Kral, Jakub Matousek +2
This paper deals with the state prediction of nonlinear stochastic dynamic systems. The emphasis is laid on a solution to the integral Chapman-Kolmogorov equation by a deterministi…