Open Access Book
Open Access Book image

Deterministic Sampling for Nonlinear Dynamic State Estimation

Author: Gilitschenski, Igor
Source: Directory of Open Access Books
Publisher: KIT Scientific Publishing
ISBN: 9783731504733
Creative Commons Attribution-ShareAlike Image


The goal of this work is improving existing and suggesting novel filtering algorithms for nonlinear dynamic state estimation. Nonlinearity is considered in two ways: First, propagation is improved by proposing novel methods for approximating continuous probability distributions by discrete distributions defined on the same continuous domain. Second, nonlinear underlying domains are considered by proposing novel filters that inherently take the underlying geometry of these domains into account.