Publication detail

Application of the particle filters for identification of the non-Gaussian systems

LEBEDA, A.

Original Title

Application of the particle filters for identification of the non-Gaussian systems

Type

conference paper

Language

English

Original Abstract

This paper focuses on application of a particle filter for online identification of non-Gaussian systems. Firstly, the Bayesian inference was described and then the particle filter was defined. The particle filter numerically solves a problem of a recursive Bayesian state estimator. Secondly, the parameters of the linear system and two types of the non-Gaussian systems were estimated by application of the particle filter. The first system was classical linear system. The second system was the linear system with a noise which had a different probability distribution than the Gaussian distribution and the last system was the system with nonlinearity. Thirdly, the parameters of the non-Gaussian systems were estimated with the gradient based method Leveberg-Marquardt. Finally, the results from the particle filter were compared with the results from the gradient based method Levenberg-Marquardt.

Keywords

particle filters, non-Gaussian, Bayesian inference, identification, Levenberg-Marquardt

Authors

LEBEDA, A.

RIV year

2015

Released

29. 5. 2015

Publisher

University of Miskolc, Hungary

Location

Szilvásvárad

ISBN

978-1-4799-7369-9

Book

Proceedings of the 16th International Carpathian Control Conference (ICCC2015)

ISBN

NEUVEDENO

Pages from

282

Pages to

285

Pages count

4

URL

https://ieeexplore.ieee.org/document/7145089

BibTex

@inproceedings{BUT115312,
  author="Aleš {Lebeda}",
  title="Application of the particle filters for identification of the non-Gaussian systems",
  booktitle="Proceedings of the 16th International Carpathian Control Conference (ICCC2015)",
  year="2015",
  pages="282--285",
  publisher="University of Miskolc, Hungary",
  address="Szilvásvárad",
  doi="10.1109/CarpathianCC.2015.7145089",
  isbn="978-1-4799-7369-9",
  url="https://ieeexplore.ieee.org/document/7145089"
}