Title:	Continuous Nonlinear State Prediction by Finite Volume Method on Logically Rectangular Grids
Authors:	Matoušek, Jakub Brandner, Marek Duník, Jindřich
Citation:	MATOUŠEK, J. BRANDNER, M. DUNÍK, J. Continuous Nonlinear State Prediction by Finite Volume Method on Logically Rectangular Grids. In Proceedings of the 2021 IEEE 60th IEEE Conference on Decision and Control (CDC). Austin: IEEE, 2021. s. 5890-5895. ISBN: 978-1-66543-659-5 , ISSN: 0743-1546
Issue Date:	2021
Publisher:	IEEE
Document type:	konferenční příspěvek ConferenceObject
URI:	2-s2.0-85126050495 http://hdl.handle.net/11025/51149
ISBN:	978-1-66543-659-5
ISSN:	0743-1546
Keywords in different language:	State estimation;Bayesian inference;Nonlinear systems
Abstract in different language:	This paper deals with the state estimation of the nonlinear stochastic models with continuous dynamics and discrete measurement. Namely, the numerical solution to the Fokker-Planck equation, representing the estimator time update, is explored. Unlike the classical approaches, which use the finite difference method and operate on a standard rectangular grid, this paper utilizes the finite volume method on the logically rectangular grid. In particular, the circular grid is chosen, which better approximates an estimated conditional probability density function support and improves time update accuracy without any impact on its computational complexity. The benefits of the solution are illustrated in a numerical example.
Rights:	Plný text je přístupný v rámci univerzity přihlášeným uživatelům. © IEEE
Appears in Collections:	Konferenční příspěvky / Conference Papers (KKY) OBD

Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.