About: State and parameter estimation of state-space model with entry-wise correlated uniform noise

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An Entity of Type : http://linked.opendata.cz/ontology/domain/vavai/Vysledek, within Data Space : linked.opendata.cz associated with source document(s)

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rdf:type	skos:Concept http://linked.opendata.cz/ontology/domain/vavai/Vysledek
Description	Joint parameter and state estimation is proposed for linear state-space model with uniform, entry-wise correlated, state and output noises (LSU model for short). The adopted Bayesian modelling and approximate estimation produce an estimator that (a) provides the maximum a posteriori estimate enriched by information on its precision, (b) respects correlated noise entries without demanding the user to tune noise covariances, and (c) respects bounded nature of real-life variables. Joint parameter and state estimation is proposed for linear state-space model with uniform, entry-wise correlated, state and output noises (LSU model for short). The adopted Bayesian modelling and approximate estimation produce an estimator that (a) provides the maximum a posteriori estimate enriched by information on its precision, (b) respects correlated noise entries without demanding the user to tune noise covariances, and (c) respects bounded nature of real-life variables. (en)
Title	State and parameter estimation of state-space model with entry-wise correlated uniform noise State and parameter estimation of state-space model with entry-wise correlated uniform noise (en)
skos:prefLabel	State and parameter estimation of state-space model with entry-wise correlated uniform noise State and parameter estimation of state-space model with entry-wise correlated uniform noise (en)
skos:notation	RIV/67985556:_____/14:00422958!RIV15-GA0-67985556
http://linked.open...avai/riv/aktivita	P Z
http://linked.open...avai/riv/aktivity	P(GA13-13502S), P(TA01030123), Z(AV0Z1075907)
http://linked.open...iv/cisloPeriodika	11
http://linked.open...vai/riv/dodaniDat	2015
http://linked.open...aciTvurceVysledku	Kárný, Miroslav Pavelková, Lenka
http://linked.open.../riv/druhVysledku	J - Článek v odborném periodiku
http://linked.open...iv/duvernostUdaju	S - Úplné a pravdivé údaje nepodléhající ochraně podle zvláštních právních předpisů
http://linked.open...titaPredkladatele	Ústav teorie informace a automatizace AV ČR, v. v. i.
http://linked.open...dnocenehoVysledku	47253
http://linked.open...ai/riv/idVysledku	RIV/67985556:_____/14:00422958
http://linked.open...riv/jazykVysledku	eng - angličtina
http://linked.open.../riv/klicovaSlova	state-space models; bounded noise; filtering problems; estimation algorithms; uncertain dynamic systems (en)
http://linked.open.../riv/klicoveSlovo	bounded noise estimation algorithms filtering problems uncertain dynamic systems state-space models
http://linked.open...odStatuVydavatele	GB - Spojené království Velké Británie a Severního Irska
http://linked.open...ontrolniKodProRIV	[252B3D2228D0]
http://linked.open...i/riv/nazevZdroje	International Journal of Adaptive Control and Signal Processing
http://linked.open...in/vavai/riv/obor	BC
http://linked.open...ichTvurcuVysledku	2 (xsd:int)
http://linked.open...cetTvurcuVysledku	2 (xsd:int)
http://linked.open...vavai/riv/projekt	Fully Probabilistic Design of Dynamic Decision Strategies for Imperfect Participants in Market Scenarios Ecology of driving, modeling, cluster models, classification, decision making
http://linked.open...UplatneniVysledku	2014
http://linked.open...v/svazekPeriodika	28
http://linked.open...iv/tvurceVysledku	Kárný, Miroslav Pavelková, Lenka
http://linked.open...ain/vavai/riv/wos	000344176000008
http://linked.open...n/vavai/riv/zamer	Uncertainty methods in theoretical cybernetics: system identification, information processing, decision-making, and control
issn	1099-1115
number of pages	17 (xsd:int)
http://bibframe.org/vocab/doi	10.1002/acs.2438

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