Number of the records: 1
Swapping based joint estimation of uniform state model
- 1.
SYSNO ASEP 0329086 Document Type C - Proceedings Paper (int. conf.) R&D Document Type Conference Paper Title Swapping based joint estimation of uniform state model Title Měnící se sdružené odhadování pro rovnoměrný stavový model Author(s) Pavelková, Lenka (UTIA-B) RID Source Title 2009 IEEE/SP 15th Workshop on Statistical Signal Processing. - Cardiff : Research Publishing Services, 2009 - ISBN 978-1-4244-2710-9 Pages s. 169-172 Number of pages 4 s. Publication form CD-ROM - CD-ROM Action IEEE Workshop on Statistical Signal Processing Event date 31.08.2009-03.09.2009 VEvent location Cardiff Country GB - United Kingdom Event type EUR Language eng - English Country GB - United Kingdom Keywords state model ; Bayesian learning ; uniform innovations 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) CEZ AV0Z10750506 - UTIA-B (2005-2011) Annotation The paper presents an algorithm for the on-line joint parameter and state estimation of the state model whose innovations are uniformly distributed. This task is performed as the alternating subtasks of state filtration and parameter estimation. We use a Bayesian approach and evaluate a maximum a posteriori probability (MAP) estimates in discrete time instants. Workplace Institute of Information Theory and Automation Contact Markéta Votavová, votavova@utia.cas.cz, Tel.: 266 052 201. Year of Publishing 2010
Number of the records: 1