Density Difference Grid Design in a Point-Mass Filter

The paper deals with the Bayesian state estimation of nonlinear stochastic dynamic systems. The stress is laid on the point-mass filter, solving the Bayesian recursive relations for the state estimate conditional density computation using the deterministic grid-based numerical integration method. In...

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Bibliographic Details
Main Authors: Jakub Matoušek, Jindřich Duník, Ondřej Straka
Format: Article
Language:English
Published: MDPI AG 2020-08-01
Series:Energies
Subjects:
Online Access:https://www.mdpi.com/1996-1073/13/16/4080