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Statements

Subject Item
n2:RIV%2F67985556%3A_____%2F14%3A00422958%21RIV15-GA0-67985556
rdf:type
n7:Vysledek skos:Concept
dcterms: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.
dcterms: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
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
skos:notation
RIV/67985556:_____/14:00422958!RIV15-GA0-67985556
n4:aktivita
n11:Z n11:P
n4:aktivity
P(GA13-13502S), P(TA01030123), Z(AV0Z1075907)
n4:cisloPeriodika
11
n4:dodaniDat
n12:2015
n4:domaciTvurceVysledku
n10:6585256 n10:2617137
n4:druhVysledku
n15:J
n4:duvernostUdaju
n5:S
n4:entitaPredkladatele
n19:predkladatel
n4:idSjednocenehoVysledku
47253
n4:idVysledku
RIV/67985556:_____/14:00422958
n4:jazykVysledku
n18:eng
n4:klicovaSlova
state-space models; bounded noise; filtering problems; estimation algorithms; uncertain dynamic systems
n4:klicoveSlovo
n6:filtering%20problems n6:bounded%20noise n6:uncertain%20dynamic%20systems n6:estimation%20algorithms n6:state-space%20models
n4:kodStatuVydavatele
GB - Spojené království Velké Británie a Severního Irska
n4:kontrolniKodProRIV
[252B3D2228D0]
n4:nazevZdroje
International Journal of Adaptive Control and Signal Processing
n4:obor
n14:BC
n4:pocetDomacichTvurcuVysledku
2
n4:pocetTvurcuVysledku
2
n4:projekt
n16:TA01030123 n16:GA13-13502S
n4:rokUplatneniVysledku
n12:2014
n4:svazekPeriodika
28
n4:tvurceVysledku
Kárný, Miroslav Pavelková, Lenka
n4:wos
000344176000008
n4:zamer
n13:AV0Z1075907
s:issn
1099-1115
s:numberOfPages
17
n17:doi
10.1002/acs.2438