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A Hybrid Filtering Methodology for Nonlinear Estimation

Hofman Radek, Dedecius Kamil

: Abstracts of Contributions to 6th International Workshop on Data-Algorthms-Decision Making, p. 46-46

: 6th International Workshop on Data-Algorithms-Decision Making, (Jindrichuv Hradec, CZ, 02.12.2010-04.12.2010)

: CEZ:AV0Z10750506

: 1M0572, GA MŠk

: hybrid filtering, particle filter, ensemble Kalman filter

: http://library.utia.cas.cz/separaty/2010/AS/hofman-a hybrid filtering methodology for nonlinear estimation.pdf

(eng): We are concerned with Bayesian estimation of a discrete stochastic process governed by a nonlinear model. We employ marginalized particle filter, which is also known as Rao-Blackwellised particle filter, for on-line tuning of nuisance parameters of analytical filters.

: BC