7 papers · 1 filter
Unobservable Systems: No Problem for Noise Identification
Oliver Kost, Jindrich Dunik, Ivo Puncochar +1
This paper deals with the noise identification of a linear time-varying stochastic dynamic system described by the state-space model. In particular, the stress is laid on the desig…
Dual Approach to Inverse Covariance Intersection Fusion
JiÅÃ Ajgl, OndÅej Straka
Linear fusion of estimates under the condition of no knowledge of correlation of estimation errors has reached maturity. On the other hand, various cases of partial knowledge are s…
Stone Soup: ADS-B-based Multi-Target Tracking with Stochastic Integration Filter
John Hiles, Jakub Matousek, Erik Blasch +3
This paper focuses on the multi-target tracking using the Stone Soup framework. In particular, we aim at evaluation of two multi-target tracking scenarios based on the simulated cl…
Aspects of density approximation by tensor trains
JiÅÃ Ajgl, OndÅej Straka
Point-mass filters solve Bayesian recursive relations by approximating probability density functions of a system state over grids of discrete points. The approach suffers from the…
Stochastic Integration Based Estimator: Robust Design and Stone Soup Implementation
Jindrich Dunik, Jakub Matousek, Ondrej Straka +3
This paper deals with state estimation of nonlinear stochastic dynamic models. In particular, the stochastic integration rule, which provides asymptotically unbiased estimates of t…
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…