Bayesian Knowledge Transfer for a Kalman Fixed-Lag Interval Smoother
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216305%3A26620%2F26%3A0199372" target="_blank" >RIV/00216305:26620/26:0199372 - isvavai.cz</a>
Result on the web
<a href="https://ieeexplore.ieee.org/document/11036741" target="_blank" >https://ieeexplore.ieee.org/document/11036741</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.1109/LCSYS.2025.3580047" target="_blank" >10.1109/LCSYS.2025.3580047</a>
Alternative languages
Result language
angličtina
Original language name
Bayesian Knowledge Transfer for a Kalman Fixed-Lag Interval Smoother
Original language description
A Bayesian knowledge transfer mechanism that leverages external information to improve the performance of the Kalman fixed-lag interval smoother (FLIS) is proposed. Exact knowledge of the external observation model is assumed to be missing, which hinders the direct application of Bayes' rule in traditional transfer learning approaches. This limitation is overcome by the fully probabilistic design, conditioning the targeted task of state estimation on external information. To mitigate the negative impact of inaccurate external data while leveraging precise information, a latent variable is introduced. Favorably, in contrast to a filter, FLIS retrospectively refines past decisions up to a fixed time horizon, reducing the accumulation of estimation error and consequently improving the performance of state inference. Simulations indicate that the proposed algorithm better exploits precise external knowledge compared to a similar technique and achieves comparable results when the information is imprecise.
Czech name
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Czech description
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Classification
Type
J<sub>imp</sub> - Article in a specialist periodical, which is included in the Web of Science database
CEP classification
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OECD FORD branch
20205 - Automation and control systems
Result continuities
Project
Result was created during the realization of more than one project. More information in the Projects tab.
Continuities
P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)
Others
Publication year
2025
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Name of the periodical
IEEE Control Systems Letters
ISSN
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e-ISSN
2475-1456
Volume of the periodical
9
Issue of the periodical within the volume
1
Country of publishing house
US - UNITED STATES
Number of pages
6
Pages from-to
2037-2042
UT code for WoS article
001550786500005
EID of the result in the Scopus database
2-s2.0-105008813223