Estimation of parameters of one-step predictor with particle filter method
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216305%3A26220%2F15%3APU114708" target="_blank" >RIV/00216305:26220/15:PU114708 - isvavai.cz</a>
Result on the web
<a href="https://www.sciencedirect.com/science/article/pii/S2405896315008186" target="_blank" >https://www.sciencedirect.com/science/article/pii/S2405896315008186</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.1016/j.ifacol.2015.07.043" target="_blank" >10.1016/j.ifacol.2015.07.043</a>
Alternative languages
Result language
angličtina
Original language name
Estimation of parameters of one-step predictor with particle filter method
Original language description
This paper is focused on estimation of the parameters of a system with non-Gaussian noise. Firstly, the Bayesian inference is described and the method of the particle filters is introduced which is directly based on the Bayesian inference. The particle filters method numrically solve a problem of a recursive Bayesian state estimator. Secondly, the method for transformation of a random variables is introduced which changes the relative likelihood of the particle filters according to the distribution of the measurement noise. Thirdly, recursive least square method is derived and linear one-step predictor is described. Fourthly, parameters of the one-step predictor are estimated online with two methods that were mention before. The outputs of both methods are compared and results are discussed. The particle filters method with random variables is analyzed.
Czech name
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Czech description
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Classification
Type
D - Article in proceedings
CEP classification
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OECD FORD branch
10201 - Computer sciences, information science, bioinformathics (hardware development to be 2.2, social aspect to be 5.8)
Result continuities
Project
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Continuities
S - Specificky vyzkum na vysokych skolach
Others
Publication year
2015
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Article name in the collection
13th IFAC Conference on Programmable Devices and Embedded Systems - PDeS 2015
ISBN
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ISSN
1474-6670
e-ISSN
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Number of pages
6
Pages from-to
256-261
Publisher name
Silesian University of Technology, Poland
Place of publication
Cracow, Poland
Event location
Krakow
Event date
May 13, 2015
Type of event by nationality
WRD - Celosvětová akce
UT code for WoS article
000375804500044