Počet záznamů: 1  

State and parameter estimation of state-space model with entry-wise correlated uniform noise

  1. 1. 0422958 - UTIA-B 2015 RIV GB eng J - Článek v odborném periodiku
    Pavelková, Lenka - Kárný, Miroslav
    State and parameter estimation of state-space model with entry-wise correlated uniform noise.
    International Journal of Adaptive Control and Signal Processing. Roč. 28, č. 11 (2014), s. 1189-1205 ISSN 0890-6327
    Grant CEP: GA TA ČR TA01030123; GA ČR GA13-13502S
    Výzkumný záměr: CEZ:AV0Z1075907
    Klíčová slova: state-space models * bounded noise * filtering problems * estimation algorithms * uncertain dynamic systems
    Kód oboru RIV: BC - Teorie a systémy řízení
    Impakt faktor: 1.346, rok: 2014
    http://library.utia.cas.cz/separaty/2014/AS/pavelkova-0422958.pdf

    Joint parameter and state estimation is proposed for linear state-space model with uniform, entry-wise correlated, state and output noises (LSU model for short). The adopted Bayesian modelling and approximate estimation produce an estimator that (a) provides the maximum a posteriori estimate enriched by information on its precision, (b) respects correlated noise entries without demanding the user to tune noise covariances, and (c) respects bounded nature of real-life variables.
    Trvalý link: http://hdl.handle.net/11104/0230623