Comparison of Discrete and Continuous State Estimation with Focus on Active Flux Scheme

J. Matousek, Jindrich Dunik, M. Brandner, Victor Elvira

Research output: Contribution to conferencePaperpeer-review

Abstract / Description of output

This paper deals with the state estimation of non-linear stochastic dynamic systems, both continuous and discrete in time, with an emphasis on a numerical solution to the Bayesian relations by the point-mass filters. The filters for discrete-discrete and continuous-discrete state-space models are reviewed and a new highly accurate and fast active flux method is introduced and adapted for a continuous filter design. A wide set of the point-mass filters is compared in a numerical study together with a set of particle filters.
Original languageEnglish
Number of pages9
DOIs
Publication statusPublished - 2 Dec 2021
Event2021 IEEE 24th International Conference on Information Fusion (FUSION) -
Duration: 1 Nov 20214 Nov 2021
https://ieeexplore.ieee.org/xpl/conhome/9626828/proceeding

Conference

Conference2021 IEEE 24th International Conference on Information Fusion (FUSION)
Period1/11/214/11/21
Internet address

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