Linear ARX and state-space model with uniform noise: computation of first and second moments

0463816 - ÚTIA 2017 CZ eng V - Výzkumná zpráva
Jirsa, Ladislav
Linear ARX and state-space model with uniform noise: computation of first and second moments.
Praha: ÚTIA AV ČR, 2016. 15 s. Research Report, 2357.
Institucionální podpora: RVO:67985556
Klíčová slova: uncertainty * bounded variable * uniform noise * linear model * model identification * state estimation
Kód oboru RIV: BC - Teorie a systémy řízení
http://library.utia.cas.cz/separaty/2016/AS/jirsa-0463816.pdf

This report collects technical procedures used for computations of various estimates and keeps them in one place for internal purposes. The context concerns application of estimation of unknown parameters and states of linear model with uniformly distributed noise.
Trvalý link: http://hdl.handle.net/11104/0263394