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Authors: Oliver C. Schrempf and Uwe D. Hanebeck

Affiliation: Intelligent Sensor-Actuator-Systems Laboratory, Universität Karlsruhe (TH), Germany

Keyword(s): Nonlinear Dynamic Systems, Stochastic Filter, Dirac Mixture.

Related Ontology Subjects/Areas/Topics: Informatics in Control, Automation and Robotics ; Nonlinear Signals and Systems ; Signal Processing, Sensors, Systems Modeling and Control ; Signal Reconstruction ; Time Series and System Modeling

Abstract: This paper presents a filter approach for estimating the state of nonlinear dynamic systems based on recursive approximation of posterior densities by means of Dirac mixture functions. The filter consists of a prediction step and a filter step. The approximation approach is based on a systematic minimization of a distance measure and is hence optimal and deterministic. In contrast to non-deterministic methods we are able to determine the optimal number of components in the Dirac mixture. A further benefit of the proposed approach is the consideration of measurements during the approximation process in order to avoid parameter degradation.

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Paper citation in several formats:
C. Schrempf, O. and D. Hanebeck, U. (2007). A STATE ESTIMATOR FOR NONLINEAR STOCHASTIC SYSTEMS BASED ON DIRAC MIXTURE APPROXIMATIONS. In Proceedings of the Fourth International Conference on Informatics in Control, Automation and Robotics - Volume 2: ICINCO; ISBN 978-972-8865-84-9; ISSN 2184-2809, SciTePress, pages 54-61. DOI: 10.5220/0001629600540061

@conference{icinco07,
author={Oliver {C. Schrempf}. and Uwe {D. Hanebeck}.},
title={A STATE ESTIMATOR FOR NONLINEAR STOCHASTIC SYSTEMS BASED ON DIRAC MIXTURE APPROXIMATIONS},
booktitle={Proceedings of the Fourth International Conference on Informatics in Control, Automation and Robotics - Volume 2: ICINCO},
year={2007},
pages={54-61},
publisher={SciTePress},
organization={INSTICC},
doi={10.5220/0001629600540061},
isbn={978-972-8865-84-9},
issn={2184-2809},
}

TY - CONF

JO - Proceedings of the Fourth International Conference on Informatics in Control, Automation and Robotics - Volume 2: ICINCO
TI - A STATE ESTIMATOR FOR NONLINEAR STOCHASTIC SYSTEMS BASED ON DIRAC MIXTURE APPROXIMATIONS
SN - 978-972-8865-84-9
IS - 2184-2809
AU - C. Schrempf, O.
AU - D. Hanebeck, U.
PY - 2007
SP - 54
EP - 61
DO - 10.5220/0001629600540061
PB - SciTePress