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On entry-wise organized filtering
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SYSNO ASEP 0411358 Document Type C - Proceedings Paper (int. conf.) R&D Document Type Conference Paper Title On entry-wise organized filtering Title O filtraci po složkách Author(s) Suzdaleva, Evgenia (UTIA-B) RID, ORCID Issue data Bratislava: Slovak University of Technology, 2005 ISBN 80-227-2235-9 Source Title Proceedings of the 15th International Conference on Process Control 2005 / Mikleš J. ; Dvoran J. ; Fikar M. Pages s. 1-6 Number of pages 6 s. Action Process Control 2005 /15./ Event date 07.06.2005-10.06.2005 VEvent location Štrbské Pleso Country SK - Slovakia Event type EUR Language eng - English Country SK - Slovakia Keywords state-space model ; Bayesian filtering ; factors Subject RIV BB - Applied Statistics, Operational Research R&D Projects IBS1075351 GA AV ČR - Academy of Sciences of the Czech Republic (AV ČR) 1F43A/003/120 GA MDS - Ministry of Transport (MD) CEZ AV0Z10750506 - UTIA-B (2005-2011) Annotation The paper deals with state estimation in a factorized form. Here the concept of factorized filtering means such data preprocessing, as a result of which the n-dimensional state-space model can be decomposed into n one-dimensional models (factors). The key idea is the factors are expected to open a way to describe jointly continuous and discrete probability distributions. A special transformation of the state-space model is considered. The general solution of the factorized state estimation is discussed. Workplace Institute of Information Theory and Automation Contact Markéta Votavová, votavova@utia.cas.cz, Tel.: 266 052 201. Year of Publishing 2006
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