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- W2890800088 abstract "The paper deals with state estimation of nonlinear stochastic dynamic discrete-time systems with a special focus on the stochastic integration filter. The filter is an instance of Gaussian filters, which for strongly nonlinear systems may provide inconsistent estimates. Primarily, optimistic inconsistent estimates, which overrate quality of the point estimate, are inappropriate in many applications where estimate integrity is crucial. In this paper, a technique for an estimate consistency monitoring for detection of optimistic estimates is proposed based on entropy. For the purpose of the entropy computation, a probabilistic analysis of the stochastic integration filter behavior is carried out. The proposed consistency monitoring is illustrated in a numerical example." @default.
- W2890800088 created "2018-09-27" @default.
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- W2890800088 date "2018-07-01" @default.
- W2890800088 modified "2023-09-26" @default.
- W2890800088 title "Entropy-Based Consistency Monitoring for Stochastic Integration Filter" @default.
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- W2890800088 doi "https://doi.org/10.23919/icif.2018.8455462" @default.
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