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  • 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.
  • 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. (en)
  • Článek se zabývá specifikací apriorního rozdělení pro počáteční stav Kalmanova filtru. Navrhovaná metodologie je založena na použití konjugovaného apriorního rozdělení pro modely patřící do exponenciální rodiny. Názorné experimenty ukazují přepracování apriorní znalosti z oblasti řízení dopravy, na což je výzkum přednostně aplikován. (cs)
Title
  • Prior knowledge processing for initial state of Kalman filter
  • Přepracování apriorní znalosti pro počáteční stav Kalmanova filtru (cs)
  • Prior knowledge processing for initial state of Kalman filter (en)
skos:prefLabel
  • Prior knowledge processing for initial state of Kalman filter
  • Přepracování apriorní znalosti pro počáteční stav Kalmanova filtru (cs)
  • Prior knowledge processing for initial state of Kalman filter (en)
skos:notation
  • RIV/67985556:_____/09:00323675!RIV09-GA0-67985556
http://linked.open...avai/riv/aktivita
http://linked.open...avai/riv/aktivity
  • P(GP201/06/P434), Z(AV0Z10750506)
http://linked.open...iv/cisloPeriodika
  • -
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
  • 336124
http://linked.open...ai/riv/idVysledku
  • RIV/67985556:_____/09:00323675
http://linked.open...riv/jazykVysledku
http://linked.open.../riv/klicovaSlova
  • Kalman filtering; prior knowledge; state-space model; initial state distribution (en)
http://linked.open.../riv/klicoveSlovo
http://linked.open...odStatuVydavatele
  • GB - Spojené království Velké Británie a Severního Irska
http://linked.open...ontrolniKodProRIV
  • [5E67ED799171]
http://linked.open...i/riv/nazevZdroje
  • International Journal of Adaptive Control and Signal Processing
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...v/svazekPeriodika
  • -
http://linked.open...iv/tvurceVysledku
  • Suzdaleva, Evgenia
http://linked.open...n/vavai/riv/zamer
issn
  • 0890-6327
number of pages
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