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- W3047254154 abstract "The paper deals with the Bayesian state estimation of nonlinear stochastic dynamic systems. The stress is laid on the point-mass filter, solving the Bayesian recursive relations for the state estimate conditional density computation using the deterministic grid-based numerical integration method. In particular, the grid design is discussed and the novel density difference grid is proposed. The proposed grid design covers such regions of the state-space where the conditional density is significantly spatially varying, by the dense grid. In other regions, a sparse grid is used to keep the computational complexity low. The proposed grid design is thoroughly discussed, analyzed, and illustrated in a numerical study." @default.
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- W3047254154 date "2020-08-06" @default.
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- W3047254154 title "Density Difference Grid Design in a Point-Mass Filter" @default.
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- W3047254154 doi "https://doi.org/10.3390/en13164080" @default.
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