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Nonlinear bayesian state filtering with missing measurements and bounded noise and its application to vehicle position estimation
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SYSNO ASEP 0360239 Druh ASEP J - Článek v odborném periodiku Zařazení RIV J - Článek v odborném periodiku Poddruh J Článek ve WOS Název Nonlinear bayesian state filtering with missing measurements and bounded noise and its application to vehicle position estimation Tvůrce(i) Pavelková, Lenka (UTIA-B) RID Zdroj.dok. Kybernetika. - : Ústav teorie informace a automatizace AV ČR, v. v. i. - ISSN 0023-5954
Roč. 47, č. 3 (2011), s. 370-384Poč.str. 15 s. Jazyk dok. eng - angličtina Země vyd. CZ - Česká republika Klíč. slova non-linear state space model ; bounded uncertainty ; missing measurements ; state filtering ; vehicle position estimation Vědní obor RIV BC - Teorie a systémy řízení CEP 1M0572 GA MŠMT - Ministerstvo školství, mládeže a tělovýchovy CEZ AV0Z10750506 - UTIA-B (2005-2011) UT WOS 000293207900005 EID SCOPUS 83455262553 Anotace The paper deals with parameter and state estimation and focuses on two problems that frequently occur in many practical applications: (i) bounded uncertainty and (ii) missing measurement data. An algorithm for the state estimation of the discrete-time non-linear state space model whose uncertainties are bounded is proposed. The algorithm also copes with situations when some measurements are missing. It uses Bayesian approach and evaluates maximum a posteriori probability (MAP) estimates of states and parameters. As the model uncertainties are supposed to have a bounded support, the searched estimates lie within an area that is described by the system of inequalities. In consequence, the problem of MAP estimation becomes the problem of nonlinear mathematical programming (NLP). The estimation with missing data reduces to the omission of corresponding inequalities in NLP formulation. Pracoviště Ústav teorie informace a automatizace Kontakt Markéta Votavová, votavova@utia.cas.cz, Tel.: 266 052 201. Rok sběru 2012
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