Hello all, I am presenting an implementation of the Stochastic Integration Filter for review.
The implementation was primarily authored by Jakub Matousek and revised/edited by myself for an upcoming paper for Fusion 2024.
The implementation includes a Predictor, an updator, as well as some functions which perform the stochastic integration scheme itself.
Also as background on the method itself, here are two papers. The first one details the algorithm itself, but the second I feel gives more background on the algorithm itself and contains compairison to other methods.
1.Dunik J, Straka O, Simandl M. Stochastic Integration Filter. IEEE transactions on automatic control. 2013;58(6):1561-1566. doi:10.1109/TAC.2013.2258494
2 .Dunik J, Straka O, Simandl M, Blasch E. Random-point-based filters: analysis and comparison in target tracking. IEEE transactions on aerospace and electronic systems. 2015;51(2):1403-1421. doi:10.1109/TAES.2014.130136
Hello all, I am presenting an implementation of the Stochastic Integration Filter for review.
The implementation was primarily authored by Jakub Matousek and revised/edited by myself for an upcoming paper for Fusion 2024.
The implementation includes a Predictor, an updator, as well as some functions which perform the stochastic integration scheme itself.
Also as background on the method itself, here are two papers. The first one details the algorithm itself, but the second I feel gives more background on the algorithm itself and contains compairison to other methods.