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Online filtering for hybrid systems
- 1.0360430 - ÚTIA 2012 RIV IT eng C - Conference Paper (international conference)
Suzdaleva, Evgenia - Nagy, Ivan - Dungl, Martin
Online filtering for hybrid systems.
Proceedings of the 14th Applied Stochastic Models and Data Analysis Conference (ASMDA2011). Rome: Faculty of Economics of the University of Rome “La Sapienza”, 2011, s. 1299-1306. ISBN 978-88-467-3045-9.
[14th Applied Stochastic Models and Data Analysis Conference. Rome (IT), 07.06.2011-10.06.2011]
R&D Projects: GA MŠMT 1M0572
Institutional research plan: CEZ:AV0Z10750506
Keywords : state estimation * online filtering * hybrid systems
Subject RIV: BC - Control Systems Theory
http://library.utia.cas.cz/separaty/2011/AS/suzdaleva-online filtering for hybrid systems.pdf
The paper deals with online state estimation for dynamic hybrid systems with mixed continuous and discrete states. The proposed solution is based on a decomposed version of the state-space model and Bayesian filtering. Specialization to Gaussian linear dynamic and multinomial state-space models is described. Experiments with real data illustrating the presented approach are provided.
Permanent Link: http://hdl.handle.net/11104/0197988
Number of the records: 1