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  • The paper deals with a selection of the initial state for Kalman filtering. In practice the initial state mean and covariance are often chosen arbitrarily. The present paper considers the problem from the position of knowledge elicitation and proposes a methodology to extract the prior knowledge from available information by the respective processing in order to choose the adequate initial conditions. The suggested methodology is based on utilization of the conjugate prior distribution for models, belonging to the exponential family.
  • The paper deals with a selection of the initial state for Kalman filtering. In practice the initial state mean and covariance are often chosen arbitrarily. The present paper considers the problem from the position of knowledge elicitation and proposes a methodology to extract the prior knowledge from available information by the respective processing in order to choose the adequate initial conditions. The suggested methodology is based on utilization of the conjugate prior distribution for models, belonging to the exponential family. (en)
  • Článek se zabývá problémem výběru počátečního stavu pro Kalmanův filtr. Střední hodnota a kovarianční matice počátečního stavu nebývají v praxi často voleny metodicky. V článku je navržena metodologie extrakce apriorní znalosti z dostupné expertní informace pro výběr počátečních podmínek. Navržená metodologie je založena na využití sdružené apriorní hustoty modelů patřících do exponenciální rodiny. (cs)
Title
  • Initial Conditions for Kalman Filtering: Prior Knowledge Specification
  • Initial Conditions for Kalman Filtering: Prior Knowledge Specification (en)
  • Počáteční podmínky pro Kalmanův filtr: specifkace apriorní znalosti (cs)
skos:prefLabel
  • Initial Conditions for Kalman Filtering: Prior Knowledge Specification
  • Initial Conditions for Kalman Filtering: Prior Knowledge Specification (en)
  • Počáteční podmínky pro Kalmanův filtr: specifkace apriorní znalosti (cs)
skos:notation
  • RIV/67985556:_____/07:00085041!RIV08-AV0-67985556
http://linked.open.../vavai/riv/strany
  • 45;49
http://linked.open...avai/riv/aktivita
http://linked.open...avai/riv/aktivity
  • P(1ET100750401), P(1F43A/003/120), P(GP201/06/P434), Z(AV0Z10750506)
http://linked.open...vai/riv/dodaniDat
http://linked.open...aciTvurceVysledku
  • Suzdaleva, Evgenia
http://linked.open.../riv/druhVysledku
http://linked.open...iv/duvernostUdaju
http://linked.open...titaPredkladatele
http://linked.open...dnocenehoVysledku
  • 426682
http://linked.open...ai/riv/idVysledku
  • RIV/67985556:_____/07:00085041
http://linked.open...riv/jazykVysledku
http://linked.open.../riv/klicovaSlova
  • Kalman filtering; prior knowledge; state-space model; exponential family (en)
http://linked.open.../riv/klicoveSlovo
http://linked.open...ontrolniKodProRIV
  • [B934DA7FF626]
http://linked.open...v/mistoKonaniAkce
  • Athens
http://linked.open...i/riv/mistoVydani
  • Athens
http://linked.open...i/riv/nazevZdroje
  • Proceedings of the 7th WSEAS International Conference on Systems Theory and Scientific Computation (ISTASC'07)
http://linked.open...in/vavai/riv/obor
http://linked.open...ichTvurcuVysledku
http://linked.open...cetTvurcuVysledku
http://linked.open...vavai/riv/projekt
http://linked.open...UplatneniVysledku
http://linked.open...iv/tvurceVysledku
  • Suzdaleva, Evgenia
http://linked.open...vavai/riv/typAkce
http://linked.open.../riv/zahajeniAkce
http://linked.open...n/vavai/riv/zamer
number of pages
http://purl.org/ne...btex#hasPublisher
  • WSEAS Press
https://schema.org/isbn
  • 978-960-8457-98-0
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