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Examples of state and parameter estimation for linear model with uniform innovations
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SYSNO ASEP 0041833 Document Type A - Abstract R&D Document Type The record was not marked in the RIV R&D Document Type Není vybrán druh dokumentu Title Examples of state and parameter estimation for linear model with uniform innovations Title Příklady odhadu stavu a parametrů pro lineární model s rovnoměrně rozloženými inovacemi Author(s) Pavelková, Lenka (UTIA-B) RID Source Title Proceedings of Abstracts of the 7th International PhD Workshop on Interplay of societal and technical decision-making, Young Generation Viewpoint. - Praha : ÚTIA AV ČR, 2006 / Přikryl J. ; Šmídl V.
s. 1-2Number of pages 2 s. Action International PhD Workshop on Interplay of Societal and Technical Decision-Making, Young Generation Viewpoint /7./ Event date 25.09.2006-30.09.2006 VEvent location Hrubá Skála Country CZ - Czech Republic Event type CST Language eng - English Country CZ - Czech Republic Keywords state model ; uniform innovations ; estimation Subject RIV BC - Control Systems Theory R&D Projects 1M0572 GA MŠMT - Ministry of Education, Youth and Sports (MEYS) 2C06001 GA MŠMT - Ministry of Education, Youth and Sports (MEYS) 1ET100750401 GA AV ČR - Academy of Sciences of the Czech Republic (AV ČR) CEZ AV0Z10750506 - UTIA-B (2005-2011) Annotation The state-space model with uniformly distributed innovations is introduced and the Bayesian state estimation proposed. The off-line evaluation of the maximum a posteriori probability (MAP) estimate of unknowns in the linear state-space model with uniform innovations reduces to linear programming (LP). The solution provides either estimates of the noise boundary and parameters or of the noise boundary and states. The on-line estimation is obtained by applying LP on the sliding window, i.e., by considering only the fixed amount of the newest last data and states items. By swapping between state and parameter estimations, joint parameter and state estimation is obtained. The use of Taylor expansion for approximation of products of unknowns solves also the joint parameter and state estimation. Simulation studies help to get an insight on the potential and restrictions of these heuristic method. Workplace Institute of Information Theory and Automation Contact Markéta Votavová, votavova@utia.cas.cz, Tel.: 266 052 201. Year of Publishing 2007
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