Proceedings of the ISCIE International Symposium on Stochastic Systems Theory and its Applications
Online ISSN : 2188-4749
Print ISSN : 2188-4730
The 50th ISCIE International Symposium on Stochastic Systems Theory and Its Applications (Nov. 2018, KYOTO)
Approximated Particle Flow for Continuous Filter, Predictor, and Smoother
Masaya Murata
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2019 Volume 2019 Pages 74-77

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Abstract

The filtering and smoothing techniques for nonlinear continuous-discrete model which is applicable to physical state estimation problems are explained. The multiple distribution estimation and distribution selection are applied to design the non-Gaussian filter. After the execution of the filter, the non-Gaussian smoother is applied to improve the filtered state estimates further. The filtering and smoothing problem for the spacecraft re-entry simulation model is provided as the numerical example and the proposed approach is compared with the other non-Gaussian filters and smoothers.

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© 2019 ISCIE Symposium on Stochastic Systems Theory and Its Applications
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