Počet záznamů: 1
Kalman Filtering
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SYSNO ASEP 0347794 Druh ASEP M - Kapitola v monografii Zařazení RIV C - Kapitola v knize Název Statistical State-Space Modeling via Kalman Filtration Tvůrce(i) Brabec, Marek (UIVT-O) RID, SAI, ORCID Zdroj.dok. Kalman Filtering. - New York : Nova Science Publishers, 2011 / Gomez J.M. - ISBN 978-1-61761-462-0 Rozsah stran s. 77-110 Poč.str. 34 s. Poč.str.knihy 385 Jazyk dok. eng - angličtina Země vyd. US - Spojené státy americké Klíč. slova kalman filter ; state-space ; time-series model ; prediction error decomposition ; statistical estimation Vědní obor RIV BB - Aplikovaná statistika, operační výzkum CEZ AV0Z10300504 - UIVT-O (2005-2011) EID SCOPUS 84895359112 Anotace We start with a brief review of the theory underlying the Kalman filter (KF) statistical modeling based on the state-space approach. We will stress the prediction error decomposition as a highly effective way of computing the likelihood function, useful when maximum likelihood estimate of certain structural parameters is attempted. Next, we will illustrate how the state-space modeling and KF can be useful for solving practical problems from interesting real-life applications. Firstly, the state-space approach and KF estimation will be shown as a tool for estimation of time-varying parameters describing radon concentrations in houses, based on two underlying differential equations summarizing the radon and tracer dynamics. Secondly, we will show how the Kalman filtration can be useful for estimation of underlying growth curve of small children. Further, we will consider also multivariate approach useful for individualized natural gas consumption modeling. Pracoviště Ústav informatiky Kontakt Tereza Šírová, sirova@cs.cas.cz, Tel.: 266 053 800 Rok sběru 2012 Elektronická adresa https://www.novapublishers.com/catalog/product_info.php?products_id=28940
Počet záznamů: 1