"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." . "2"^^ . . . "International Journal of Adaptive Control and Signal Processing" . "11" . . "state-space models; bounded noise; filtering problems; estimation algorithms; uncertain dynamic systems"@en . . . "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 . "[252B3D2228D0]" . "1099-1115" . "GB - Spojen\u00E9 kr\u00E1lovstv\u00ED Velk\u00E9 Brit\u00E1nie a Severn\u00EDho Irska" . . . "K\u00E1rn\u00FD, Miroslav" . . "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" . . . . "P(GA13-13502S), P(TA01030123), Z(AV0Z1075907)" . . . . "28" . . "State and parameter estimation of state-space model with entry-wise correlated uniform noise"@en . "RIV/67985556:_____/14:00422958!RIV15-GA0-67985556" . "State and parameter estimation of state-space model with entry-wise correlated uniform noise"@en . "10.1002/acs.2438" . . . "47253" . . . . "RIV/67985556:_____/14:00422958" . "17"^^ . "000344176000008" . "Pavelkov\u00E1, Lenka" . "2"^^ .