Prior knowledge processing for initial state of Kalman filter

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SYSNO ASEP	0323675
Document Type	J - Journal Article
R&D Document Type	Journal Article
Subsidiary J	Článek ve WOS
Title	Prior knowledge processing for initial state of Kalman filter
Title	Přepracování apriorní znalosti pro počáteční stav Kalmanova filtru
Author(s)	Suzdaleva, Evgenia (UTIA-B)_{RID, ORCID}
Source Title	International Journal of Adaptive Control and Signal Processing. - : Wiley - ISSN 0890-6327 Roč. 24, č. 3 (2010), s. 188-202
Number of pages	15 s.
Publication form	www - www
Language	eng - English
Country	GB - United Kingdom
Keywords	Kalman filtering ; prior knowledge ; state-space model ; initial state distribution
Subject RIV	BC - Control Systems Theory
R&D Projects	GP201/06/P434 GA ČR - Czech Science Foundation (CSF)
CEZ	AV0Z10750506 - UTIA-B (2005-2011)
UT WOS	000274925000003
EID SCOPUS	76649085472
DOI	10.1002/acs.1106
Annotation	The paper deals with a specification of the prior distribution of the initial state for Kalman filter. The proposed methodology is based on the use of the conjugate prior distribution for models, belonging to the exponential family. Practical experiments demonstrate processing of prior knowledge from the urban traffic control area, which is the main application of the research.
Workplace	Institute of Information Theory and Automation
Contact	Markéta Votavová, votavova@utia.cas.cz, Tel.: 266 052 201.
Year of Publishing	2009

Number of the records: 1