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Description
  • Estimation of noise covariance matrices for linear or nonlinear stochastic dynamic systems is treated. The novel off-line technique for estimation of the covariance matrices of the state and measurement noises is designed. The technique is based on the multi-step prediction error and on knowledge of the system initial condition and it takes an advantage of the well-known standard relations from the area of state estimation techniques and least square method. The theoretical results are illustrated in numerical examples.
  • Estimation of noise covariance matrices for linear or nonlinear stochastic dynamic systems is treated. The novel off-line technique for estimation of the covariance matrices of the state and measurement noises is designed. The technique is based on the multi-step prediction error and on knowledge of the system initial condition and it takes an advantage of the well-known standard relations from the area of state estimation techniques and least square method. The theoretical results are illustrated in numerical examples. (en)
Title
  • Estimation of state and measurement noise covariance matrices by multi-step prediction
  • Estimation of state and measurement noise covariance matrices by multi-step prediction (en)
skos:prefLabel
  • Estimation of state and measurement noise covariance matrices by multi-step prediction
  • Estimation of state and measurement noise covariance matrices by multi-step prediction (en)
skos:notation
  • RIV/49777513:23520/08:00502295!RIV10-MSM-23520___
http://linked.open...avai/riv/aktivita
http://linked.open...avai/riv/aktivity
  • P(1M0572)
http://linked.open...iv/cisloPeriodika
  • 1
http://linked.open...vai/riv/dodaniDat
http://linked.open...aciTvurceVysledku
http://linked.open.../riv/druhVysledku
http://linked.open...iv/duvernostUdaju
http://linked.open...titaPredkladatele
http://linked.open...dnocenehoVysledku
  • 366555
http://linked.open...ai/riv/idVysledku
  • RIV/49777513:23520/08:00502295
http://linked.open...riv/jazykVysledku
http://linked.open.../riv/klicovaSlova
  • state estimation; estimation theory; Kalman filter; prediction (en)
http://linked.open.../riv/klicoveSlovo
http://linked.open...odStatuVydavatele
  • KR - Korejská republika
http://linked.open...ontrolniKodProRIV
  • [8361BBC0DA4D]
http://linked.open...i/riv/nazevZdroje
  • IFAC Proceedings Volumes (IFAC-PapersOnline)
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
  • 17
http://linked.open...iv/tvurceVysledku
  • Šimandl, Miroslav
  • Duník, Jindřich
issn
  • 1474-6670
number of pages
http://localhost/t...ganizacniJednotka
  • 23520
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