Details

Autor(en) / Beteiligte

• Matousek, J.
• Dunik, J.
• Brandner, M.
• Elvira, V.

Titel

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

Ist Teil von

• 2021 IEEE 24th International Conference on Information Fusion (FUSION), 2021, p.1-8

Ort / Verlag

International Society of Information Fusion (ISIF)

Erscheinungsjahr

2021

Quelle

IEEE Electronic Library Online

Beschreibungen/Notizen

• 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.